+209.4%
ASTS vs ZETA
+227.1%
-17.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.3% | -7.9% | -13.2% |
| 7D | -29.9% | -10.0% | -19.9% | -27.6% |
| 30D | -52.2% | -10.6% | -41.6% | -50.5% |
| 3M | -55.8% | +8.9% | -64.7% | -56.9% |
| 6M | -52.7% | +65.1% | -117.8% | -59.4% |
| YTD | -58.4% | +44.8% | -103.2% | -63.3% |
| 1Y | -57.1% | +47.8% | -104.9% | -62.3% |
| 3Y | +629.5% | +248.8% | +380.7% | +343.7% |
| 5Y | +147.7% | +220.3% | -72.6% | +40.6% |
| All | +209.4% | +227.1% | -17.7% | +85.1% |
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 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