+231.3%
ASTS vs ZETA
+244.4%
-13.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.8% | +5.6% |
| 7D | -21.1% | -0.4% | -20.6% | -20.7% |
| 30D | -46.7% | -8.0% | -38.7% | -45.2% |
| 3M | -52.0% | +21.4% | -73.4% | -54.5% |
| 6M | -54.3% | +80.1% | -134.4% | -61.6% |
| YTD | -55.5% | +52.5% | -108.0% | -61.2% |
| 1Y | -50.5% | +58.5% | -109.0% | -57.2% |
| 3Y | +706.2% | +281.7% | +424.6% | +378.9% |
| 5Y | +165.2% | +237.3% | -72.1% | +48.4% |
| All | +231.3% | +244.4% | -13.1% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling