+547.9%
FAST vs AA
+64.5%
+483.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +2.1% |
| 7D | +3.8% | +4.8% | -1.0% | +3.1% |
| 30D | +8.1% | -0.6% | +8.7% | +8.1% |
| 3M | +5.8% | -16.3% | +22.1% | +8.2% |
| 6M | +24.9% | -33.4% | +58.3% | +31.2% |
| YTD | +38.9% | -20.7% | +59.6% | +40.9% |
| 1Y | +36.5% | +12.9% | +23.5% | +30.7% |
| 3Y | +98.1% | +75.7% | +22.4% | +69.5% |
| 5Y | +109.3% | -6.8% | +116.1% | +87.6% |
| 10Y | +547.9% | +53.6% | +494.3% | +331.1% |
| All | +547.9% | +64.5% | +483.5% | +331.1% |
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