+277.6%
ASTS vs Z
-6.6%
+284.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.8% | +10.3% | +13.0% |
| 7D | +1.5% | -5.2% | +6.7% | +3.2% |
| 30D | -27.6% | +5.7% | -33.3% | -29.3% |
| 3M | -48.7% | -8.7% | -40.0% | -48.2% |
| 6M | -50.8% | -26.0% | -24.9% | -47.5% |
| YTD | -49.2% | -55.0% | +5.8% | -37.6% |
| 1Y | -46.7% | -58.0% | +11.3% | -32.9% |
| 3Y | +793.2% | -15.2% | +808.4% | +792.7% |
| 5Y | +195.6% | -53.8% | +249.4% | +225.3% |
| All | +277.6% | -6.6% | +284.2% | +341.1% |
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