+1,954.3%
COHR vs AVAV
+495.1%
+1,459.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.2% | +6.3% |
| 7D | +11.0% | +3.2% | +7.8% | +10.0% |
| 30D | -20.4% | -20.3% | -0.1% | -15.6% |
| 3M | -24.9% | -19.4% | -5.5% | -21.8% |
| 6M | +28.1% | -35.3% | +63.3% | +39.4% |
| YTD | +63.6% | -38.5% | +102.1% | +73.3% |
| 1Y | +205.9% | -37.2% | +243.1% | +219.0% |
| 3Y | +809.3% | +31.1% | +778.2% | +636.5% |
| 5Y | +397.1% | +41.0% | +356.1% | +267.3% |
| 10Y | +1,238.1% | +508.8% | +729.4% | +508.3% |
| All | +1,954.3% | +495.1% | +1,459.2% | +681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling