+575.3%
FAST vs AA
+63.3%
+512.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +6.9% | -6.7% | +13.6% | +7.9% |
| 3M | +4.8% | -16.3% | +21.2% | +7.3% |
| 6M | +19.8% | -37.1% | +56.9% | +27.0% |
| YTD | +34.9% | -25.0% | +59.9% | +37.9% |
| 1Y | +32.8% | +8.6% | +24.2% | +27.8% |
| 3Y | +93.7% | +57.2% | +36.5% | +68.3% |
| 5Y | +105.3% | -13.0% | +118.3% | +85.7% |
| All | +575.3% | +63.3% | +512.0% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling