+230.9%
ASTS vs Z
-10.0%
+240.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.8% |
| 7D | -21.1% | -4.6% | -16.5% | -20.2% |
| 30D | -46.7% | +8.3% | -55.0% | -48.5% |
| 3M | -52.0% | -11.6% | -40.4% | -51.1% |
| 6M | -54.3% | -33.6% | -20.6% | -49.6% |
| YTD | -55.5% | -56.7% | +1.2% | -44.8% |
| 1Y | -50.5% | -59.1% | +8.7% | -37.3% |
| 3Y | +706.2% | -20.4% | +726.6% | +719.1% |
| 5Y | +165.2% | -55.3% | +220.5% | +194.4% |
| All | +230.9% | -10.0% | +240.9% | +290.4% |
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