-50.5%
ASTS vs FAST
+30.1%
-80.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.0% |
| 7D | -21.1% | +2.1% | -23.2% | -21.8% |
| 30D | -46.7% | +6.9% | -53.6% | -48.6% |
| 3M | -52.0% | +4.8% | -56.8% | -53.2% |
| 6M | -54.3% | +19.8% | -74.0% | -59.2% |
| YTD | -55.5% | +34.9% | -90.4% | -69.0% |
| 1Y | -50.5% | +32.8% | -83.3% | -66.0% |
| All | -50.5% | +30.1% | -80.6% | -66.0% |
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 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