+278.7%
COHR vs AMRZ
-20.1%
+298.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -7.5% | +15.9% | +8.9% |
| 30D | -14.1% | -12.4% | -1.7% | -13.3% |
| 3M | -16.0% | -22.4% | +6.4% | -14.3% |
| 6M | +21.5% | -29.5% | +51.0% | +25.8% |
| YTD | +65.4% | -24.1% | +89.6% | +70.7% |
| 1Y | +195.0% | -26.3% | +221.3% | +194.0% |
| All | +278.7% | -20.1% | +298.8% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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