+194.8%
COHR vs ASTS
+37.2%
+157.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +1.0% | +7.3% | -6.4% | -1.3% |
| 30D | -14.1% | -8.9% | -5.2% | -11.6% |
| 3M | -33.2% | -41.9% | +8.7% | -24.8% |
| 6M | +2.5% | -40.6% | +43.1% | +11.7% |
| YTD | +52.7% | -14.2% | +66.9% | +53.5% |
| 1Y | +194.8% | +48.9% | +145.9% | +181.0% |
| All | +194.8% | +37.2% | +157.5% | +181.0% |
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