-46.3%
ASTS vs ZM
+12.0%
-58.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.7% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | -27.6% | -6.2% | -21.4% | -26.7% |
| 3M | -48.7% | -12.2% | -36.5% | -47.8% |
| 6M | -50.8% | -16.0% | -34.8% | -50.0% |
| YTD | -49.2% | +6.3% | -55.5% | -52.5% |
| All | -46.3% | +12.0% | -58.3% | -50.5% |
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 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