+1,298.9%
COHR vs APH
+1,104.8%
+194.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | -0.7% |
| 7D | +8.3% | +1.4% | +7.0% | +6.7% |
| 30D | -14.1% | -1.2% | -12.9% | -12.5% |
| 3M | -16.0% | +10.3% | -26.3% | -22.2% |
| 6M | +21.5% | +25.2% | -3.7% | -5.6% |
| YTD | +65.4% | +24.6% | +40.8% | +22.5% |
| 1Y | +195.0% | +41.4% | +153.6% | +89.4% |
| 3Y | +830.2% | +297.8% | +532.3% | +92.4% |
| 5Y | +397.1% | +366.0% | +31.1% | -11.5% |
| All | +1,298.9% | +1,104.8% | +194.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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