+1,298.9%
COHR vs APTV
-16.1%
+1,315.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -5.0% | +13.4% | +10.9% |
| 30D | -14.1% | -6.1% | -8.1% | -11.7% |
| 3M | -16.0% | -33.0% | +17.0% | +1.2% |
| 6M | +21.5% | -35.2% | +56.7% | +46.6% |
| YTD | +65.4% | -40.1% | +105.6% | +105.4% |
| 1Y | +195.0% | -45.6% | +240.6% | +285.6% |
| 3Y | +830.2% | -54.4% | +884.5% | +1,188.0% |
| 5Y | +397.1% | -68.9% | +466.0% | +722.7% |
| All | +1,298.9% | -16.1% | +1,315.0% | +1,402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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