+244.8%
ASTS vs ZTS
-31.1%
+276.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.8% | -8.7% |
| 7D | -9.3% | -0.6% | -8.7% | -9.0% |
| 30D | -33.9% | +11.0% | -44.9% | -35.8% |
| 3M | -51.0% | +10.9% | -61.9% | -52.6% |
| 6M | -55.1% | +0.9% | -56.0% | -55.9% |
| YTD | -53.6% | -33.0% | -20.6% | -47.5% |
| 1Y | -51.0% | -29.6% | -21.3% | -45.8% |
| 3Y | +681.7% | -49.0% | +730.7% | +864.5% |
| 5Y | +182.4% | -59.5% | +241.9% | +254.4% |
| All | +244.8% | -31.1% | +276.0% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling