+1,298.9%
COHR vs AVAV
+519.3%
+779.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +1.4% | +6.9% | +7.8% |
| 30D | -14.1% | -24.3% | +10.2% | -7.8% |
| 3M | -16.0% | -20.1% | +4.1% | -12.5% |
| 6M | +21.5% | -29.4% | +50.8% | +29.1% |
| YTD | +65.4% | -39.3% | +104.8% | +75.4% |
| 1Y | +195.0% | -39.3% | +234.3% | +209.2% |
| 3Y | +830.2% | +29.5% | +800.7% | +638.8% |
| 5Y | +397.1% | +56.3% | +340.8% | +246.9% |
| All | +1,298.9% | +519.3% | +779.6% | +464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling