+11.7%
COHR vs APH
+28.2%
-16.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +5.8% |
| 7D | +1.0% | +5.0% | -4.0% | -3.5% |
| 30D | -14.1% | -3.9% | -10.2% | -10.5% |
| 3M | -33.2% | +13.0% | -46.2% | -35.0% |
| All | +11.7% | +28.2% | -16.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling