+24.1%
FAST vs AAOX
-93.5%
+117.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.9% | +15.4% | +0.4% |
| 7D | +4.8% | -48.3% | +53.1% | +4.5% |
| 30D | +8.6% | -84.3% | +92.9% | +7.6% |
| 3M | +5.7% | -91.4% | +97.1% | +4.5% |
| 6M | +25.5% | -96.3% | +121.8% | +24.3% |
| All | +24.1% | -93.5% | +117.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling