+393.6%
COHR vs AVTR
-64.6%
+458.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +8.3% | -1.1% | +9.4% | +8.7% |
| 30D | -14.1% | +6.3% | -20.5% | -15.9% |
| 3M | -16.0% | +53.3% | -69.3% | -29.1% |
| 6M | +21.5% | +78.6% | -57.2% | -4.2% |
| YTD | +65.4% | +29.2% | +36.2% | +46.7% |
| 1Y | +195.0% | +13.8% | +181.2% | +165.8% |
| 3Y | +830.2% | -27.4% | +857.6% | +872.0% |
| All | +393.6% | -64.6% | +458.2% | +615.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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