+537.8%
ASTS vs FAST
+224.0%
+313.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -41.9% | +5.8% | -47.7% | -43.6% |
| 6M | -40.6% | +8.0% | -48.6% | -43.0% |
| YTD | -14.2% | +25.6% | -39.8% | -23.0% |
| 1Y | +48.9% | +0.8% | +48.0% | +46.2% |
| 3Y | +1,461.7% | +86.1% | +1,375.5% | +1,057.5% |
| 5Y | +404.1% | +100.2% | +303.9% | +259.2% |
| All | +537.8% | +224.0% | +313.8% | +342.6% |
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