+1,298.9%
COHR vs AMT
+109.6%
+1,189.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.5% |
| 7D | +8.3% | +1.1% | +7.2% | +8.1% |
| 30D | -14.1% | +4.4% | -18.5% | -15.1% |
| 3M | -16.0% | -5.2% | -10.9% | -15.5% |
| 6M | +21.5% | -0.8% | +22.3% | +20.1% |
| YTD | +65.4% | +3.3% | +62.2% | +60.7% |
| 1Y | +195.0% | -6.0% | +201.0% | +194.2% |
| 3Y | +830.2% | +9.6% | +820.6% | +714.8% |
| 5Y | +397.1% | -29.2% | +426.3% | +418.9% |
| All | +1,298.9% | +109.6% | +1,189.2% | +1,031.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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