+233.8%
COHR vs ASTS
+148.1%
+85.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.5% | -5.0% |
| 7D | +13.1% | +0.8% | +12.3% | +13.2% |
| 30D | -17.2% | -22.6% | +5.5% | -12.9% |
| 3M | -33.3% | -54.4% | +21.1% | -23.7% |
| 6M | -46.0% | -56.4% | +10.5% | -38.3% |
| YTD | +18.2% | -55.1% | +73.3% | +31.7% |
| 1Y | +55.9% | -46.9% | +102.8% | +68.4% |
| 3Y | +544.7% | +715.0% | -170.3% | +323.9% |
| All | +233.8% | +148.1% | +85.7% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling