-50.5%
ASTS vs ZM
+7.7%
-58.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.8% |
| 7D | -21.1% | -5.9% | -15.2% | -20.1% |
| 30D | -46.7% | -5.2% | -41.5% | -46.0% |
| 3M | -52.0% | -11.3% | -40.7% | -51.1% |
| 6M | -54.3% | -14.5% | -39.8% | -53.4% |
| YTD | -55.5% | +4.2% | -59.6% | -58.1% |
| 1Y | -50.5% | +9.3% | -59.8% | -54.2% |
| All | -50.5% | +7.7% | -58.2% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling