+230.9%
ASTS vs ZS
+349.2%
-118.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +8.0% |
| 7D | -21.1% | -16.9% | -4.2% | -16.1% |
| 30D | -46.7% | -7.4% | -39.3% | -45.5% |
| 3M | -52.0% | +21.6% | -73.6% | -55.4% |
| 6M | -54.3% | +42.4% | -96.6% | -61.9% |
| YTD | -55.5% | -12.1% | -43.4% | -57.0% |
| 1Y | -50.5% | -37.8% | -12.6% | -45.7% |
| 3Y | +706.2% | +20.9% | +685.3% | +597.3% |
| 5Y | +165.2% | -41.6% | +206.8% | +150.7% |
| All | +230.9% | +349.2% | -118.3% | +201.0% |
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