+209.1%
ASTS vs Z
-7.7%
+216.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -10.6% | -4.6% | -12.1% |
| 7D | -29.9% | -2.3% | -27.6% | -29.5% |
| 30D | -52.2% | +9.4% | -61.5% | -53.8% |
| 3M | -55.8% | -16.1% | -39.7% | -54.3% |
| 6M | -52.7% | -30.4% | -22.3% | -48.6% |
| YTD | -58.4% | -55.6% | -2.8% | -48.8% |
| 1Y | -57.1% | -58.5% | +1.4% | -45.8% |
| 3Y | +629.5% | -19.6% | +649.1% | +639.6% |
| 5Y | +147.7% | -54.1% | +201.9% | +173.2% |
| All | +209.1% | -7.7% | +216.8% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling