+815.5%
ASTS vs ZS
+10.3%
+805.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.9% |
| 7D | +2.8% | -13.7% | +16.5% | +8.0% |
| 30D | -28.8% | -14.2% | -14.7% | -25.1% |
| 3M | -48.9% | +8.5% | -57.4% | -50.6% |
| 6M | -55.6% | +30.2% | -85.8% | -62.5% |
| YTD | -49.6% | -13.8% | -35.7% | -48.7% |
| 1Y | -46.1% | -41.5% | -4.6% | -30.4% |
| All | +815.5% | +10.3% | +805.2% | +1,095.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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