+141.0%
FAST vs AFRM
-25.1%
+166.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +2.1% | -7.3% | +9.4% | +2.7% |
| 30D | +6.9% | -9.6% | +16.4% | +7.6% |
| 3M | +4.8% | -11.1% | +15.9% | +5.4% |
| 6M | +19.8% | +3.9% | +15.9% | +18.5% |
| YTD | +34.9% | -8.5% | +43.4% | +34.2% |
| 1Y | +32.8% | +3.3% | +29.5% | +30.5% |
| 3Y | +93.7% | +213.7% | -120.0% | +65.0% |
| 5Y | +105.3% | -58.5% | +163.8% | +75.5% |
| All | +141.0% | -25.1% | +166.0% | +99.6% |
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