+561.2%
ASTS vs ZCMD
-100.0%
+661.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.1% |
| 7D | +18.5% | -1.4% | +19.9% | +18.6% |
| 30D | -8.1% | -21.6% | +13.5% | -7.5% |
| 3M | -28.2% | -67.4% | +39.2% | -29.3% |
| 6M | -26.1% | -99.4% | +73.3% | -15.5% |
| YTD | -9.0% | -99.7% | +90.8% | +8.5% |
| 1Y | +62.2% | -99.9% | +162.1% | +99.9% |
| 3Y | +1,621.9% | -100.0% | +1,721.9% | +2,111.0% |
| 5Y | +457.0% | -100.0% | +557.0% | +620.9% |
| All | +561.2% | -100.0% | +661.2% | +772.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ZCMD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling