+230.9%
ASTS vs ZM
+28.7%
+202.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.7% |
| 7D | -21.1% | -5.9% | -15.2% | -19.4% |
| 30D | -46.7% | -5.2% | -41.5% | -45.7% |
| 3M | -52.0% | -11.3% | -40.7% | -50.2% |
| 6M | -54.3% | -14.5% | -39.8% | -52.5% |
| YTD | -55.5% | +4.2% | -59.6% | -57.4% |
| 1Y | -50.5% | +9.3% | -59.8% | -53.2% |
| 3Y | +706.2% | +45.4% | +660.8% | +607.8% |
| 5Y | +165.2% | -66.0% | +231.3% | +193.6% |
| All | +230.9% | +28.7% | +202.3% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling