+576.8%
ASTS vs ZBH
-26.4%
+603.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +7.1% |
| 7D | +18.5% | -5.2% | +23.7% | +20.0% |
| 30D | -8.1% | -2.4% | -5.7% | -7.7% |
| 3M | -28.2% | +8.3% | -36.4% | -30.8% |
| 6M | -26.1% | +0.7% | -26.8% | -27.3% |
| YTD | -9.0% | +5.3% | -14.3% | -11.6% |
| 1Y | +62.2% | -9.1% | +71.2% | +63.6% |
| 3Y | +1,621.9% | -19.7% | +1,641.6% | +1,691.8% |
| 5Y | +457.0% | -31.3% | +488.3% | +482.6% |
| All | +576.8% | -26.4% | +603.2% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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