+793.0%
COHR vs ASTS
+1,440.1%
-647.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.7% |
| 7D | +10.9% | -3.6% | +14.5% | +11.5% |
| 30D | -10.8% | -16.4% | +5.6% | -8.2% |
| 3M | -17.4% | -31.4% | +14.0% | -13.2% |
| 6M | +12.5% | -31.6% | +44.0% | +17.4% |
| YTD | +58.8% | -17.5% | +76.4% | +60.0% |
| 1Y | +183.3% | +59.4% | +123.9% | +160.5% |
| All | +793.0% | +1,440.1% | -647.1% | +551.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling