-57.1%
ASTS vs FAST
+31.1%
-88.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.0% |
| 7D | -29.9% | +0.7% | -30.5% | -30.1% |
| 30D | -52.2% | +4.6% | -56.8% | -53.4% |
| 3M | -55.8% | +6.4% | -62.2% | -57.3% |
| 6M | -52.7% | +20.6% | -73.3% | -58.3% |
| YTD | -58.4% | +34.7% | -93.1% | -71.7% |
| 1Y | -57.1% | +29.7% | -86.7% | -68.5% |
| All | -57.1% | +31.1% | -88.2% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling