+277.6%
ASTS vs ZBRA
+37.3%
+240.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.5% | +12.6% | +13.5% |
| 7D | +1.5% | -9.5% | +11.1% | +6.1% |
| 30D | -27.6% | -15.6% | -12.0% | -21.8% |
| 3M | -48.7% | -13.2% | -35.5% | -45.3% |
| 6M | -50.8% | +44.5% | -95.4% | -59.2% |
| YTD | -49.2% | +34.5% | -83.8% | -57.2% |
| 1Y | -46.7% | +25.9% | -72.6% | -53.4% |
| 3Y | +793.2% | +61.3% | +731.9% | +578.8% |
| 5Y | +195.6% | -45.2% | +240.8% | +206.9% |
| All | +277.6% | +37.3% | +240.3% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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