+195.0%
COHR vs ASTS
+58.7%
+136.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -3.9% | +12.3% | +9.6% |
| 30D | -14.1% | -19.4% | +5.3% | -8.8% |
| 3M | -16.0% | -38.6% | +22.6% | -6.6% |
| 6M | +21.5% | -32.1% | +53.6% | +29.9% |
| YTD | +65.4% | -17.6% | +83.0% | +68.0% |
| 1Y | +195.0% | +56.0% | +139.0% | +171.0% |
| All | +195.0% | +58.7% | +136.3% | +171.0% |
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