+50.7%
FAST vs AHR
+365.8%
-315.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.0% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | -0.8% | -1.4% | +0.6% | -0.6% |
| 3M | +5.8% | +18.6% | -12.8% | +2.9% |
| 6M | +8.0% | +6.6% | +1.4% | +6.6% |
| YTD | +25.6% | +17.5% | +8.2% | +22.4% |
| 1Y | +0.8% | +30.9% | -30.1% | -3.4% |
| All | +50.7% | +365.8% | -315.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling