+230.9%
ASTS vs ZBRA
+35.3%
+195.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | -10.9% | -10.2% | -17.1% |
| 30D | -46.7% | -16.6% | -30.1% | -42.2% |
| 3M | -52.0% | -11.6% | -40.4% | -49.2% |
| 6M | -54.3% | +40.2% | -94.4% | -61.5% |
| YTD | -55.5% | +32.6% | -88.1% | -62.3% |
| 1Y | -50.5% | +24.7% | -75.2% | -56.5% |
| 3Y | +706.2% | +56.3% | +649.9% | +520.6% |
| 5Y | +165.2% | -47.0% | +212.2% | +177.6% |
| All | +230.9% | +35.3% | +195.6% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling