+373.9%
COHR vs APLD
+462.1%
-88.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.8% |
| 7D | +8.3% | +0.2% | +8.2% | +8.3% |
| 30D | -14.1% | -15.2% | +1.0% | -12.2% |
| 3M | -16.0% | -36.3% | +20.3% | -10.9% |
| 6M | +21.5% | -7.4% | +28.8% | +22.8% |
| YTD | +65.4% | +7.7% | +57.7% | +63.2% |
| 1Y | +195.0% | +53.8% | +141.2% | +178.0% |
| 3Y | +830.2% | +407.1% | +423.1% | +620.2% |
| All | +373.9% | +462.1% | -88.2% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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