+244.8%
ASTS vs FAST
+260.0%
-15.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.9% |
| 7D | -9.3% | +4.8% | -14.1% | -11.0% |
| 30D | -33.9% | +8.6% | -42.5% | -36.3% |
| 3M | -51.0% | +5.7% | -56.7% | -52.3% |
| 6M | -55.1% | +25.5% | -80.6% | -59.7% |
| YTD | -53.6% | +39.6% | -93.2% | -60.3% |
| 1Y | -51.0% | +35.5% | -86.4% | -57.4% |
| 3Y | +681.7% | +96.2% | +585.5% | +466.1% |
| 5Y | +182.4% | +110.2% | +72.2% | +93.2% |
| All | +244.8% | +260.0% | -15.2% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling