+223.3%
ASTS vs ZCMD
-100.0%
+323.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +7.0% |
| 7D | -21.1% | -4.4% | -16.7% | -20.9% |
| 30D | -46.7% | -43.0% | -3.7% | -45.6% |
| 3M | -52.0% | -54.9% | +2.9% | -50.8% |
| 6M | -54.3% | -99.8% | +45.5% | -45.6% |
| YTD | -55.5% | -99.9% | +44.4% | -46.0% |
| 1Y | -50.5% | -99.9% | +49.4% | -38.6% |
| 3Y | +706.2% | -100.0% | +806.2% | +949.7% |
| 5Y | +165.2% | -100.0% | +265.2% | +254.1% |
| All | +223.3% | -100.0% | +323.3% | +334.3% |
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