+537.8%
ASTS vs ZBH
-23.4%
+561.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +7.3% | -2.8% | +10.2% | +8.1% |
| 30D | -8.9% | -0.1% | -8.8% | -9.0% |
| 3M | -41.9% | +13.4% | -55.4% | -44.7% |
| 6M | -40.6% | +3.0% | -43.6% | -41.7% |
| YTD | -14.2% | +9.7% | -23.9% | -17.5% |
| 1Y | +48.9% | -5.4% | +54.3% | +48.8% |
| 3Y | +1,461.7% | -15.6% | +1,477.2% | +1,505.6% |
| 5Y | +404.1% | -28.1% | +432.2% | +422.4% |
| All | +537.8% | -23.4% | +561.2% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling