+233.7%
ASTS vs ZTS
-30.0%
+263.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.8% |
| 7D | +0.8% | +5.6% | -4.7% | -0.6% |
| 30D | -22.6% | +12.1% | -34.7% | -25.1% |
| 3M | -54.4% | +11.3% | -65.7% | -55.9% |
| 6M | -56.4% | +14.3% | -70.7% | -58.8% |
| YTD | -55.1% | -31.9% | -23.2% | -49.5% |
| 1Y | -46.9% | -29.3% | -17.7% | -41.3% |
| 3Y | +715.0% | -48.0% | +763.0% | +899.6% |
| 5Y | +153.7% | -58.9% | +212.6% | +216.9% |
| All | +233.7% | -30.0% | +263.7% | +308.9% |
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