+194.8%
COHR vs AWK
+1.8%
+193.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.4% |
| 7D | +1.0% | +1.7% | -0.8% | +3.1% |
| 30D | -14.1% | +5.6% | -19.7% | -7.6% |
| 3M | -33.2% | +15.9% | -49.1% | -19.9% |
| 6M | +2.5% | +4.6% | -2.0% | +12.5% |
| YTD | +52.7% | +10.1% | +42.7% | +77.2% |
| 1Y | +194.8% | +2.1% | +192.7% | +219.4% |
| All | +194.8% | +1.8% | +193.0% | +219.4% |
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