+274.8%
ASTS vs Z
-10.2%
+285.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.2% |
| 7D | +2.8% | -13.1% | +15.9% | +7.6% |
| 30D | -28.8% | +5.9% | -34.7% | -30.4% |
| 3M | -48.9% | -13.7% | -35.2% | -47.4% |
| 6M | -55.6% | -27.1% | -28.5% | -52.3% |
| YTD | -49.6% | -56.8% | +7.2% | -37.3% |
| 1Y | -46.1% | -60.2% | +14.2% | -31.0% |
| 3Y | +749.7% | -19.7% | +769.4% | +763.7% |
| 5Y | +193.2% | -53.7% | +246.9% | +225.0% |
| All | +274.8% | -10.2% | +285.1% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling