+1,504.6%
ASTS vs ZBRA
+33.8%
+1,470.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -9.2% | -8.8% | -0.4% | -5.2% |
| 3M | -29.6% | +47.2% | -76.9% | -42.2% |
| 6M | -30.5% | +61.3% | -91.8% | -45.8% |
| YTD | -14.1% | +42.0% | -56.1% | -30.3% |
| 1Y | +69.1% | +10.5% | +58.7% | +57.6% |
| All | +1,504.6% | +33.8% | +1,470.9% | +1,069.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling