+245.2%
ASTS vs ZETA
+289.2%
-44.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.2% | -16.8% | -10.9% |
| 7D | -9.3% | +13.2% | -22.6% | -12.3% |
| 30D | -33.9% | +6.0% | -39.9% | -34.8% |
| 3M | -51.0% | +27.3% | -78.3% | -54.2% |
| 6M | -55.1% | +104.6% | -159.7% | -63.7% |
| YTD | -53.6% | +72.3% | -125.9% | -61.0% |
| 1Y | -51.0% | +76.3% | -127.3% | -59.0% |
| 3Y | +681.7% | +325.6% | +356.1% | +349.8% |
| 5Y | +182.4% | +254.2% | -71.8% | +53.1% |
| All | +245.2% | +289.2% | -44.0% | +96.5% |
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