+393.6%
COHR vs AWK
-17.6%
+411.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.9% |
| 7D | +8.3% | -2.1% | +10.5% | +7.9% |
| 30D | -14.1% | +2.1% | -16.2% | -13.7% |
| 3M | -16.0% | +11.4% | -27.4% | -14.5% |
| 6M | +21.5% | +3.9% | +17.5% | +23.1% |
| YTD | +65.4% | +7.7% | +57.8% | +68.1% |
| 1Y | +195.0% | +1.3% | +193.7% | +199.9% |
| 3Y | +830.2% | +7.2% | +823.0% | +805.6% |
| All | +393.6% | -17.6% | +411.1% | +369.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling