+275.2%
ASTS vs ZETA
+318.9%
-43.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.6% | +1.1% | +6.6% |
| 7D | +2.8% | +18.8% | -15.9% | -1.8% |
| 30D | -28.8% | +12.6% | -41.5% | -30.9% |
| 3M | -48.9% | +29.5% | -78.3% | -52.5% |
| 6M | -55.6% | +128.6% | -184.2% | -65.1% |
| YTD | -49.6% | +85.5% | -135.0% | -58.4% |
| 1Y | -46.1% | +90.6% | -136.7% | -55.8% |
| 3Y | +749.7% | +358.0% | +391.6% | +379.5% |
| 5Y | +193.2% | +282.0% | -88.8% | +55.9% |
| All | +275.2% | +318.9% | -43.7% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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