+230.9%
ASTS vs ZTS
-33.7%
+264.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +7.9% |
| 7D | -21.1% | -0.4% | -20.7% | -21.0% |
| 30D | -46.7% | +11.7% | -58.4% | -48.5% |
| 3M | -52.0% | +3.5% | -55.5% | -52.8% |
| 6M | -54.3% | -27.6% | -26.6% | -49.8% |
| YTD | -55.5% | -35.5% | -20.0% | -49.2% |
| 1Y | -50.5% | -32.1% | -18.4% | -44.7% |
| 3Y | +706.2% | -49.1% | +755.3% | +888.0% |
| 5Y | +165.2% | -61.0% | +226.2% | +236.0% |
| All | +230.9% | -33.7% | +264.6% | +311.2% |
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 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