+345.8%
COHR vs AMIX
-100.0%
+445.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.0% |
| 7D | +13.1% | -9.9% | +23.0% | +13.3% |
| 30D | -17.2% | -52.8% | +35.6% | -15.8% |
| 3M | -33.3% | -80.0% | +46.7% | -31.0% |
| 6M | -46.0% | -80.2% | +34.3% | -47.5% |
| YTD | +18.2% | -88.1% | +106.3% | +15.7% |
| 1Y | +55.9% | -91.1% | +146.9% | +52.9% |
| All | +345.8% | -100.0% | +445.8% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling