+431.2%
ASTS vs Z
-64.8%
+496.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | +7.3% | -3.0% | +10.3% | +8.7% |
| 30D | -8.9% | -4.2% | -4.7% | -8.0% |
| 3M | -41.9% | -3.7% | -38.2% | -41.8% |
| 6M | -40.6% | -24.5% | -16.1% | -35.0% |
| YTD | -14.2% | -49.3% | +35.1% | +9.6% |
| 1Y | +48.9% | -58.7% | +107.5% | +105.0% |
| 3Y | +1,461.7% | -34.1% | +1,495.8% | +1,611.5% |
| All | +431.2% | -64.8% | +496.0% | +495.7% |
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