+653.1%
ASTS vs ZTS
-49.5%
+702.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.9% | -7.3% | -14.6% |
| 7D | -29.9% | +4.9% | -34.8% | -29.8% |
| 30D | -52.2% | +15.9% | -68.0% | -52.6% |
| 3M | -55.8% | +11.1% | -67.0% | -56.2% |
| 6M | -52.7% | -26.0% | -26.7% | -48.0% |
| YTD | -58.4% | -33.3% | -25.2% | -53.0% |
| 1Y | -57.1% | -30.3% | -26.8% | -52.2% |
| All | +653.1% | -49.5% | +702.7% | +1,010.9% |
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 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