+233.7%
ASTS vs ZBRA
+36.1%
+197.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -22.6% | -14.0% | -8.6% | -17.1% |
| 3M | -54.4% | -14.7% | -39.8% | -50.9% |
| 6M | -56.4% | +31.3% | -87.7% | -61.7% |
| YTD | -55.1% | +33.4% | -88.5% | -62.0% |
| 1Y | -46.9% | +34.1% | -81.1% | -54.9% |
| 3Y | +715.0% | +59.9% | +655.1% | +522.0% |
| 5Y | +153.7% | -45.3% | +199.0% | +164.4% |
| All | +233.7% | +36.1% | +197.5% | +234.6% |
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