+209.1%
ASTS vs ZTS
-31.4%
+240.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.9% | -7.3% | -13.1% |
| 7D | -29.9% | +4.9% | -34.8% | -30.7% |
| 30D | -52.2% | +15.9% | -68.0% | -54.2% |
| 3M | -55.8% | +11.1% | -67.0% | -57.4% |
| 6M | -52.7% | -26.0% | -26.7% | -48.4% |
| YTD | -58.4% | -33.3% | -25.2% | -52.9% |
| 1Y | -57.1% | -30.3% | -26.8% | -52.4% |
| 3Y | +629.5% | -47.0% | +676.5% | +784.4% |
| 5Y | +147.7% | -59.7% | +207.4% | +211.3% |
| All | +209.1% | -31.4% | +240.5% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling