+234.0%
ASTS vs ZETA
+306.8%
-72.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.0% |
| 7D | +0.8% | +18.1% | -17.3% | -3.8% |
| 30D | -22.6% | +13.6% | -36.2% | -25.1% |
| 3M | -54.4% | +23.7% | -78.2% | -57.0% |
| 6M | -56.4% | +128.5% | -184.9% | -65.7% |
| YTD | -55.1% | +80.1% | -135.2% | -62.7% |
| 1Y | -46.9% | +98.0% | -144.9% | -56.8% |
| 3Y | +715.0% | +348.6% | +366.4% | +362.8% |
| 5Y | +153.7% | +286.6% | -132.9% | +35.9% |
| All | +234.0% | +306.8% | -72.8% | +88.1% |
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