+62,442.9%
COHR vs AME
+18,433.7%
+44,009.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | -10.8% | -8.6% | -2.2% | -6.3% |
| 3M | -17.4% | +5.8% | -23.1% | -18.6% |
| 6M | +12.5% | +3.8% | +8.7% | +12.4% |
| YTD | +58.8% | +14.4% | +44.4% | +51.9% |
| 1Y | +183.3% | +25.8% | +157.5% | +158.2% |
| 3Y | +783.0% | +55.2% | +727.9% | +642.5% |
| 5Y | +377.2% | +85.5% | +291.7% | +274.1% |
| 10Y | +1,261.0% | +424.0% | +837.1% | +599.7% |
| All | +62,442.9% | +18,433.7% | +44,009.2% | +15,149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling