+277.6%
ASTS vs ZM
+31.3%
+246.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.9% |
| 30D | -27.6% | -6.2% | -21.4% | -25.8% |
| 3M | -48.7% | -12.2% | -36.5% | -46.7% |
| 6M | -50.8% | -16.0% | -34.8% | -48.6% |
| YTD | -49.2% | +6.3% | -55.5% | -51.6% |
| 1Y | -46.7% | +12.3% | -58.9% | -50.0% |
| 3Y | +793.2% | +51.2% | +742.0% | +676.4% |
| 5Y | +195.6% | -64.5% | +260.1% | +224.7% |
| All | +277.6% | +31.3% | +246.3% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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