+337.4%
COHR vs APLD
+461.1%
-123.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.4% |
| 7D | +1.0% | +4.1% | -3.1% | +0.4% |
| 30D | -14.1% | -11.7% | -2.4% | -12.6% |
| 3M | -33.2% | -40.3% | +7.1% | -28.6% |
| 6M | +2.5% | -8.0% | +10.5% | +3.8% |
| YTD | +52.7% | +7.5% | +45.2% | +50.6% |
| 1Y | +194.8% | +84.0% | +110.8% | +172.6% |
| 3Y | +650.8% | +356.2% | +294.6% | +484.6% |
| All | +337.4% | +461.1% | -123.7% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling