+140.5%
FAST vs AFRM
-23.4%
+163.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.3% | 0.0% |
| 7D | +0.7% | -6.9% | +7.6% | +1.2% |
| 30D | +4.6% | -7.0% | +11.6% | +5.1% |
| 3M | +6.4% | -11.2% | +17.6% | +7.0% |
| 6M | +20.6% | +4.3% | +16.3% | +19.3% |
| YTD | +34.7% | -6.4% | +41.1% | +33.8% |
| 1Y | +29.7% | -2.6% | +32.3% | +28.1% |
| 3Y | +89.9% | +210.6% | -120.6% | +61.9% |
| 5Y | +105.0% | -57.6% | +162.5% | +74.9% |
| All | +140.5% | -23.4% | +163.9% | +99.0% |
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