+245.0%
ASTS vs ZCMD
-100.0%
+345.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.2% | -5.6% |
| 7D | +14.2% | -2.9% | +17.2% | +14.4% |
| 30D | -26.7% | -28.5% | +1.8% | -25.7% |
| 3M | -53.6% | -56.5% | +3.0% | -52.3% |
| 6M | -52.7% | -99.7% | +46.9% | -44.6% |
| YTD | -52.5% | -99.9% | +47.4% | -42.2% |
| 1Y | -46.5% | -99.9% | +53.4% | -33.7% |
| 3Y | +700.5% | -100.0% | +800.5% | +943.5% |
| 5Y | +168.5% | -100.0% | +268.5% | +259.0% |
| All | +245.0% | -100.0% | +345.0% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling