+278.0%
ASTS vs ZETA
+259.8%
+18.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.5% | +9.6% | +12.9% |
| 7D | +1.5% | +6.2% | -4.7% | +0.3% |
| 30D | -27.6% | -2.0% | -25.6% | -26.8% |
| 3M | -48.7% | +21.7% | -70.4% | -51.4% |
| 6M | -50.8% | +89.1% | -140.0% | -59.2% |
| YTD | -49.2% | +59.3% | -108.5% | -56.2% |
| 1Y | -46.7% | +66.2% | -112.9% | -54.5% |
| 3Y | +793.2% | +297.3% | +495.9% | +425.6% |
| 5Y | +195.6% | +227.5% | -31.9% | +64.3% |
| All | +278.0% | +259.8% | +18.1% | +120.6% |
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