+653.1%
ASTS vs Z
-19.1%
+672.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -10.6% | -4.6% | -12.1% |
| 7D | -29.9% | -2.3% | -27.6% | -29.4% |
| 30D | -52.2% | +9.4% | -61.5% | -53.9% |
| 3M | -55.8% | -16.1% | -39.7% | -54.0% |
| 6M | -52.7% | -30.4% | -22.3% | -48.0% |
| YTD | -58.4% | -55.6% | -2.8% | -47.0% |
| 1Y | -57.1% | -58.5% | +1.4% | -43.7% |
| All | +653.1% | -19.1% | +672.2% | +846.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling