+377.2%
COHR vs AVAV
+58.4%
+318.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.9% | -4.4% |
| 7D | +10.9% | -0.1% | +11.0% | +10.8% |
| 30D | -10.8% | -25.0% | +14.2% | -5.2% |
| 3M | -17.4% | -15.0% | -2.4% | -15.7% |
| 6M | +12.5% | -33.6% | +46.1% | +20.1% |
| YTD | +58.8% | -39.2% | +98.0% | +66.1% |
| 1Y | +183.3% | -40.5% | +223.8% | +195.0% |
| 3Y | +783.0% | +29.6% | +753.4% | +634.0% |
| 5Y | +377.2% | +56.7% | +320.5% | +273.9% |
| All | +377.2% | +58.4% | +318.8% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling