+1,505.9%
ASTS vs FAST
+86.1%
+1,419.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | -8.9% | -0.8% | -8.1% | -8.5% |
| 3M | -41.9% | +5.8% | -47.7% | -43.3% |
| 6M | -40.6% | +8.0% | -48.6% | -42.8% |
| YTD | -14.2% | +25.6% | -39.8% | -22.2% |
| 1Y | +48.9% | +0.8% | +48.0% | +45.3% |
| All | +1,505.9% | +86.1% | +1,419.8% | +1,356.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling