+523.1%
ASTS vs ZCMD
-100.0%
+623.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.4% |
| 7D | +7.3% | -8.0% | +15.3% | +7.7% |
| 30D | -8.9% | -27.9% | +19.0% | -8.0% |
| 3M | -41.9% | -74.6% | +32.7% | -42.0% |
| 6M | -40.6% | -99.5% | +58.9% | -32.0% |
| YTD | -14.2% | -99.7% | +85.5% | +2.2% |
| 1Y | +48.9% | -99.9% | +148.7% | +83.1% |
| 3Y | +1,461.7% | -100.0% | +1,561.6% | +1,905.8% |
| 5Y | +404.1% | -100.0% | +504.1% | +555.4% |
| All | +523.1% | -100.0% | +623.1% | +721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling