+76,638.8%
FAST vs AON
+5,347.3%
+71,291.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +8.1% | +23.1% | -15.0% | -0.8% |
| 3M | +5.8% | -6.0% | +11.8% | +7.6% |
| 6M | +24.9% | +7.9% | +17.0% | +19.7% |
| YTD | +38.9% | -4.1% | +43.1% | +38.4% |
| 1Y | +36.5% | -2.3% | +38.8% | +34.9% |
| 3Y | +98.1% | +3.4% | +94.7% | +88.7% |
| 5Y | +109.3% | +17.1% | +92.2% | +88.2% |
| 10Y | +547.9% | +230.6% | +317.4% | +274.6% |
| All | +76,638.8% | +5,347.3% | +71,291.6% | +11,420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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