+537.8%
ASTS vs ZS
+285.9%
+251.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.7% |
| 7D | +7.3% | -7.8% | +15.2% | +9.9% |
| 30D | -8.9% | +5.0% | -13.9% | -10.7% |
| 3M | -41.9% | +25.5% | -67.5% | -46.2% |
| 6M | -40.6% | +8.7% | -49.3% | -45.9% |
| YTD | -14.2% | -24.5% | +10.3% | -12.3% |
| 1Y | +48.9% | -36.7% | +85.6% | +62.2% |
| 3Y | +1,461.7% | +7.2% | +1,454.4% | +1,311.2% |
| 5Y | +404.1% | -40.9% | +445.0% | +395.5% |
| All | +537.8% | +285.9% | +251.9% | +513.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling