+51.6%
COHR vs AWK
+20.7%
+30.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -2.8% |
| 7D | -18.6% | +7.0% | -25.6% | -9.8% |
| 30D | -41.5% | +17.0% | -58.6% | -26.0% |
| 3M | -39.7% | +12.4% | -52.1% | -27.0% |
| 6M | -40.9% | +19.6% | -60.5% | -22.3% |
| YTD | +5.7% | +17.0% | -11.3% | +38.9% |
| 1Y | +51.6% | +20.0% | +31.6% | +110.2% |
| All | +51.6% | +20.7% | +30.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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