+524.1%
COHR vs AMIX
-99.9%
+624.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -4.8% | +13.1% | +8.5% |
| 30D | -14.1% | -42.0% | +27.9% | -13.2% |
| 3M | -16.0% | -46.5% | +30.5% | -20.2% |
| 6M | +21.5% | -48.2% | +69.7% | +15.3% |
| YTD | +65.4% | -62.2% | +127.6% | +57.7% |
| 1Y | +195.0% | -82.1% | +277.1% | +184.1% |
| All | +524.1% | -99.9% | +624.0% | +467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling