+431.2%
ASTS vs ZBRA
-38.9%
+470.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.5% |
| 7D | +7.3% | +1.8% | +5.6% | +6.4% |
| 30D | -8.9% | -1.7% | -7.2% | -7.7% |
| 3M | -41.9% | +47.8% | -89.7% | -54.3% |
| 6M | -40.6% | +56.7% | -97.3% | -55.5% |
| YTD | -14.2% | +49.4% | -63.6% | -35.6% |
| 1Y | +48.9% | +16.5% | +32.3% | +30.4% |
| 3Y | +1,461.7% | +31.5% | +1,430.2% | +1,086.1% |
| All | +431.2% | -38.9% | +470.1% | +613.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling