+67.5%
FAST vs AHR
+408.0%
-340.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.8% | +8.1% | -3.3% | +3.5% |
| 30D | +8.6% | +16.9% | -8.3% | +6.0% |
| 3M | +5.7% | +7.6% | -1.9% | +4.4% |
| 6M | +25.5% | +16.0% | +9.5% | +22.3% |
| YTD | +39.6% | +28.1% | +11.5% | +34.1% |
| 1Y | +35.5% | +22.8% | +12.7% | +30.8% |
| All | +67.5% | +408.0% | -340.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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