+64,642.4%
COHR vs APD
+5,991.2%
+58,651.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | +13.0% | -4.6% | +17.6% | +15.0% |
| 30D | -6.7% | -4.2% | -2.5% | -5.4% |
| 3M | -14.7% | +5.0% | -19.7% | -17.1% |
| 6M | +20.3% | +8.9% | +11.3% | +15.1% |
| YTD | +64.4% | +21.9% | +42.5% | +50.1% |
| 1Y | +205.9% | +5.6% | +200.3% | +194.3% |
| 3Y | +814.1% | +6.9% | +807.2% | +764.8% |
| 5Y | +387.4% | +25.3% | +362.0% | +334.4% |
| 10Y | +1,308.9% | +169.1% | +1,139.9% | +881.0% |
| All | +64,642.4% | +5,991.2% | +58,651.2% | +33,742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling