+1,298.9%
COHR vs APD
+166.7%
+1,132.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.6% |
| 7D | +8.3% | -3.3% | +11.6% | +10.6% |
| 30D | -14.1% | -4.2% | -10.0% | -12.2% |
| 3M | -16.0% | +5.4% | -21.4% | -20.3% |
| 6M | +21.5% | +6.3% | +15.2% | +14.3% |
| YTD | +65.4% | +20.3% | +45.1% | +42.1% |
| 1Y | +195.0% | +1.6% | +193.4% | +182.0% |
| 3Y | +830.2% | +4.0% | +826.1% | +749.3% |
| 5Y | +397.1% | +23.3% | +373.8% | +291.0% |
| All | +1,298.9% | +166.7% | +1,132.2% | +434.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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