+538.4%
ASTS vs ZETA
+247.9%
+290.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.4% |
| 7D | +7.3% | +2.7% | +4.7% | +6.3% |
| 30D | -8.9% | +15.8% | -24.7% | -12.8% |
| 3M | -41.9% | +35.4% | -77.3% | -46.9% |
| 6M | -40.6% | +67.1% | -107.7% | -49.4% |
| YTD | -14.2% | +54.1% | -68.3% | -25.6% |
| 1Y | +48.9% | +67.8% | -19.0% | +25.5% |
| 3Y | +1,461.7% | +311.4% | +1,150.2% | +807.2% |
| 5Y | +404.1% | +324.8% | +79.3% | +178.4% |
| All | +538.4% | +247.9% | +290.5% | +274.5% |
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 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