+830.2%
COHR vs APD
+5.0%
+825.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.4% |
| 7D | +8.3% | -3.3% | +11.6% | +9.6% |
| 30D | -14.1% | -4.2% | -10.0% | -13.0% |
| 3M | -16.0% | +5.4% | -21.4% | -19.0% |
| 6M | +21.5% | +6.3% | +15.2% | +16.8% |
| YTD | +65.4% | +20.3% | +45.1% | +49.1% |
| 1Y | +195.0% | +1.6% | +193.4% | +185.9% |
| 3Y | +830.2% | +4.0% | +826.1% | +832.1% |
| All | +830.2% | +5.0% | +825.1% | +832.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling