+174.0%
ASTS vs ZETA
+232.9%
-59.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.8% | +5.5% |
| 7D | -21.1% | -0.4% | -20.6% | -20.7% |
| 30D | -46.7% | -8.0% | -38.7% | -45.1% |
| 3M | -52.0% | +21.4% | -73.4% | -54.7% |
| 6M | -54.3% | +80.1% | -134.4% | -62.3% |
| YTD | -55.5% | +52.5% | -108.0% | -61.7% |
| 1Y | -50.5% | +58.5% | -109.0% | -57.9% |
| 3Y | +706.2% | +281.7% | +424.6% | +336.3% |
| All | +174.0% | +232.9% | -59.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling