+793.2%
ASTS vs ZTS
-49.6%
+842.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +13.8% |
| 7D | +1.5% | -1.0% | +2.6% | +1.9% |
| 30D | -27.6% | +10.8% | -38.4% | -28.0% |
| 3M | -48.7% | +14.1% | -62.8% | -49.2% |
| 6M | -50.8% | +0.8% | -51.6% | -50.5% |
| YTD | -49.2% | -33.1% | -16.1% | -42.6% |
| 1Y | -46.7% | -30.0% | -16.7% | -40.7% |
| 3Y | +793.2% | -49.5% | +842.7% | +1,167.4% |
| All | +793.2% | -49.6% | +842.8% | +1,167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling