+576.8%
ASTS vs ZM
+38.0%
+538.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.8% | +10.9% | +7.5% |
| 7D | +18.5% | +1.6% | +16.9% | +17.8% |
| 30D | -8.1% | -7.7% | -0.4% | -6.2% |
| 3M | -28.2% | -4.7% | -23.5% | -27.6% |
| 6M | -26.1% | +24.4% | -50.5% | -32.3% |
| YTD | -9.0% | +11.8% | -20.7% | -14.9% |
| 1Y | +62.2% | +13.4% | +48.8% | +51.0% |
| 3Y | +1,621.9% | +33.8% | +1,588.0% | +1,433.6% |
| 5Y | +457.0% | -67.2% | +524.2% | +508.5% |
| All | +576.8% | +38.0% | +538.7% | +657.3% |
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