+51.6%
COHR vs AVAV
-68.0%
+119.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.3% | +2.4% | -5.1% |
| 7D | -18.6% | -10.1% | -8.5% | -17.5% |
| 30D | -41.5% | -18.7% | -22.8% | -40.2% |
| 3M | -39.7% | -33.0% | -6.7% | -37.5% |
| 6M | -40.9% | -37.2% | -3.7% | -38.4% |
| YTD | +5.7% | -53.2% | +58.9% | +5.1% |
| 1Y | +51.6% | -69.0% | +120.6% | +67.8% |
| All | +51.6% | -68.0% | +119.6% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling