+38.5%
FAST vs AR
+10.2%
+28.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +5.0% | +6.4% | -1.4% | +5.0% |
| 30D | +8.6% | +3.1% | +5.4% | +8.4% |
| 3M | +6.9% | +3.3% | +3.6% | +6.7% |
| 6M | +29.6% | +6.6% | +23.0% | +29.3% |
| YTD | +41.4% | +12.3% | +29.1% | +39.4% |
| 1Y | +38.5% | +12.3% | +26.2% | +36.6% |
| All | +38.5% | +10.2% | +28.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling