+723.9%
COHR vs ASTS
+537.8%
+186.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.6% |
| 7D | +1.0% | +7.3% | -6.4% | -0.3% |
| 30D | -14.1% | -8.9% | -5.2% | -12.7% |
| 3M | -33.2% | -41.9% | +8.7% | -27.9% |
| 6M | +2.5% | -40.6% | +43.1% | +9.2% |
| YTD | +52.7% | -14.2% | +66.9% | +52.2% |
| 1Y | +194.8% | +48.9% | +145.9% | +167.7% |
| 3Y | +650.8% | +1,461.7% | -810.8% | +343.6% |
| 5Y | +358.4% | +404.1% | -45.7% | +188.4% |
| All | +723.9% | +537.8% | +186.1% | +471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling