+168.5%
ASTS vs ZM
-60.7%
+229.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.6% |
| 7D | +14.2% | +10.0% | +4.2% | +9.2% |
| 30D | -26.7% | -0.5% | -26.2% | -25.9% |
| 3M | -53.6% | -7.1% | -46.5% | -51.8% |
| 6M | -52.7% | -5.1% | -47.6% | -52.3% |
| YTD | -52.5% | +13.2% | -65.7% | -58.2% |
| 1Y | -46.5% | +15.3% | -61.9% | -53.3% |
| 3Y | +700.5% | +57.4% | +643.0% | +487.6% |
| 5Y | +168.5% | -61.7% | +230.2% | +285.1% |
| All | +168.5% | -60.7% | +229.1% | +285.1% |
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