+209.1%
ASTS vs FAST
+247.3%
-38.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -53.3% |
| 3M | -55.8% | +6.4% | -62.2% | -57.2% |
| 6M | -52.7% | +20.6% | -73.3% | -56.9% |
| YTD | -58.4% | +34.7% | -93.1% | -63.9% |
| 1Y | -57.1% | +29.7% | -86.7% | -62.1% |
| 3Y | +629.5% | +89.9% | +539.5% | +435.2% |
| 5Y | +147.7% | +105.0% | +42.8% | +71.7% |
| All | +209.1% | +247.3% | -38.2% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling