+174.0%
ASTS vs ZM
-65.8%
+239.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.5% |
| 7D | -21.1% | -5.9% | -15.2% | -18.3% |
| 30D | -46.7% | -5.2% | -41.5% | -45.0% |
| 3M | -52.0% | -11.3% | -40.7% | -49.2% |
| 6M | -54.3% | -14.5% | -39.8% | -51.5% |
| YTD | -55.5% | +4.2% | -59.6% | -59.3% |
| 1Y | -50.5% | +9.3% | -59.8% | -55.9% |
| 3Y | +706.2% | +45.4% | +660.8% | +514.1% |
| All | +174.0% | -65.8% | +239.8% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling