+792.6%
COHR vs ASTS
+512.7%
+279.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -3.9% | +12.3% | +9.0% |
| 30D | -14.1% | -19.4% | +5.3% | -11.1% |
| 3M | -16.0% | -38.6% | +22.6% | -10.1% |
| 6M | +21.5% | -32.1% | +53.6% | +27.0% |
| YTD | +65.4% | -17.6% | +83.0% | +65.9% |
| 1Y | +195.0% | +56.0% | +139.0% | +166.8% |
| 3Y | +830.2% | +1,438.8% | -608.7% | +450.9% |
| 5Y | +397.1% | +412.9% | -15.8% | +212.8% |
| All | +792.6% | +512.7% | +279.9% | +522.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling