+174.0%
ASTS vs Z
-55.4%
+229.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +8.0% |
| 7D | -21.1% | -4.6% | -16.5% | -19.9% |
| 30D | -46.7% | +8.3% | -55.0% | -49.3% |
| 3M | -52.0% | -11.6% | -40.4% | -50.8% |
| 6M | -54.3% | -33.6% | -20.6% | -47.6% |
| YTD | -55.5% | -56.7% | +1.2% | -39.3% |
| 1Y | -50.5% | -59.1% | +8.7% | -30.4% |
| 3Y | +706.2% | -20.4% | +726.6% | +672.0% |
| All | +174.0% | -55.4% | +229.4% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling