+51.6%
COHR vs ASTS
-47.5%
+99.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -4.7% |
| 7D | -18.6% | -15.8% | -2.8% | -14.0% |
| 30D | -41.5% | -39.0% | -2.5% | -32.2% |
| 3M | -39.7% | -49.3% | +9.6% | -26.3% |
| 6M | -40.9% | -47.9% | +7.1% | -29.8% |
| YTD | +5.7% | -51.0% | +56.7% | +24.6% |
| 1Y | +51.6% | -49.2% | +100.7% | +77.5% |
| All | +51.6% | -47.5% | +99.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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