+377.2%
COHR vs ASTS
+403.9%
-26.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.7% |
| 7D | +10.9% | -3.6% | +14.5% | +11.6% |
| 30D | -10.8% | -16.4% | +5.6% | -8.1% |
| 3M | -17.4% | -31.4% | +14.0% | -12.9% |
| 6M | +12.5% | -31.6% | +44.0% | +17.7% |
| YTD | +58.8% | -17.5% | +76.4% | +59.3% |
| 1Y | +183.3% | +59.4% | +123.9% | +154.4% |
| 3Y | +783.0% | +1,460.2% | -677.1% | +414.0% |
| 5Y | +377.2% | +413.4% | -36.1% | +190.9% |
| All | +377.2% | +403.9% | -26.6% | +190.9% |
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