+195.0%
COHR vs AVAV
-39.3%
+234.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | +1.4% | +6.9% | +8.1% |
| 30D | -14.1% | -24.3% | +10.2% | -11.6% |
| 3M | -16.0% | -20.1% | +4.1% | -14.7% |
| 6M | +21.5% | -29.4% | +50.8% | +24.2% |
| YTD | +65.4% | -39.3% | +104.8% | +61.9% |
| 1Y | +195.0% | -39.3% | +234.3% | +190.3% |
| All | +195.0% | -39.3% | +234.3% | +190.3% |
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