-24.9%
COHR vs APD
+6.3%
-31.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +6.3% |
| 7D | +11.0% | -2.5% | +13.5% | +9.4% |
| 30D | -20.4% | -1.9% | -18.5% | -21.2% |
| 3M | -24.9% | +8.2% | -33.1% | -23.3% |
| All | -24.9% | +6.3% | -31.1% | -23.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling