+25.6%
FAST vs AAOX
-91.5%
+117.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +31.3% | -30.1% | +1.3% |
| 7D | +4.3% | -20.1% | +24.4% | +4.2% |
| 30D | +8.3% | -75.5% | +83.8% | +7.6% |
| 3M | +6.5% | -89.0% | +95.4% | +5.5% |
| 6M | +29.5% | -96.7% | +126.2% | +28.3% |
| All | +25.6% | -91.5% | +117.0% | +22.9% |
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