+762.5%
ASTS vs ZM
+57.7%
+704.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.6% |
| 7D | +14.2% | +10.0% | +4.2% | +9.3% |
| 30D | -26.7% | -0.5% | -26.2% | -26.0% |
| 3M | -53.6% | -7.1% | -46.5% | -52.0% |
| 6M | -52.7% | -5.1% | -47.6% | -52.2% |
| YTD | -52.5% | +13.2% | -65.7% | -59.0% |
| 1Y | -46.5% | +15.3% | -61.9% | -54.3% |
| All | +762.5% | +57.7% | +704.8% | +481.3% |
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 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