+174.0%
ASTS vs ZTS
-61.3%
+235.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.3% |
| 7D | -21.1% | -0.4% | -20.7% | -21.0% |
| 30D | -46.7% | +11.7% | -58.4% | -49.2% |
| 3M | -52.0% | +3.5% | -55.5% | -53.2% |
| 6M | -54.3% | -27.6% | -26.6% | -47.7% |
| YTD | -55.5% | -35.5% | -20.0% | -45.9% |
| 1Y | -50.5% | -32.1% | -18.4% | -42.0% |
| 3Y | +706.2% | -49.1% | +755.3% | +965.2% |
| All | +174.0% | -61.3% | +235.3% | +315.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling