+48.9%
ASTS vs ZTS
-49.3%
+98.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.2% |
| 7D | +7.3% | -2.0% | +9.3% | +7.0% |
| 30D | -8.9% | +1.9% | -10.8% | -8.5% |
| 3M | -41.9% | -4.0% | -37.9% | -41.3% |
| 6M | -40.6% | -39.1% | -1.5% | -35.9% |
| YTD | -14.2% | -38.8% | +24.6% | -6.5% |
| 1Y | +48.9% | -49.6% | +98.4% | +61.2% |
| All | +48.9% | -49.3% | +98.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling