+1,505.9%
ASTS vs ZM
+42.8%
+1,463.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -1.2% |
| 7D | +7.3% | +2.9% | +4.4% | +5.9% |
| 30D | -8.9% | +0.7% | -9.6% | -9.4% |
| 3M | -41.9% | -3.7% | -38.2% | -41.1% |
| 6M | -40.6% | +29.9% | -70.5% | -51.1% |
| YTD | -14.2% | +17.4% | -31.6% | -27.7% |
| 1Y | +48.9% | +22.4% | +26.5% | +21.1% |
| All | +1,505.9% | +42.8% | +1,463.2% | +916.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling