+148.1%
FAST vs AFRM
-25.2%
+173.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | -7.5% | +11.4% | +4.5% |
| 30D | +8.1% | -15.7% | +23.8% | +9.4% |
| 3M | +5.8% | -9.6% | +15.4% | +6.3% |
| 6M | +24.9% | +6.3% | +18.6% | +23.3% |
| YTD | +38.9% | -8.6% | +47.5% | +38.2% |
| 1Y | +36.5% | -7.6% | +44.1% | +35.4% |
| 3Y | +98.1% | +173.7% | -75.5% | +70.9% |
| 5Y | +109.3% | -56.9% | +166.2% | +78.7% |
| All | +148.1% | -25.2% | +173.3% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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