+194.8%
COHR vs APA
+94.6%
+100.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +6.4% |
| 7D | +1.0% | +0.5% | +0.4% | +1.0% |
| 30D | -14.1% | +23.4% | -37.5% | -13.5% |
| 3M | -33.2% | +12.7% | -45.9% | -32.5% |
| 6M | +2.5% | +39.4% | -36.9% | -2.7% |
| YTD | +52.7% | +79.0% | -26.2% | +36.7% |
| 1Y | +194.8% | +88.8% | +105.9% | +148.8% |
| All | +194.8% | +94.6% | +100.1% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling