+576.8%
ASTS vs ZBRA
+48.1%
+528.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +7.4% |
| 7D | +18.5% | +2.6% | +15.9% | +17.1% |
| 30D | -8.1% | -6.4% | -1.7% | -5.3% |
| 3M | -28.2% | +51.3% | -79.5% | -41.2% |
| 6M | -26.1% | +60.5% | -86.6% | -41.5% |
| YTD | -9.0% | +45.2% | -54.1% | -26.0% |
| 1Y | +62.2% | +12.3% | +49.8% | +48.7% |
| 3Y | +1,621.9% | +37.5% | +1,584.4% | +1,295.7% |
| 5Y | +457.0% | -39.2% | +496.2% | +455.5% |
| All | +576.8% | +48.1% | +528.6% | +552.0% |
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