+105.3%
FAST vs AR
+71.8%
+33.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | -14.3% | +16.3% | +3.3% |
| 30D | +6.9% | +1.4% | +5.4% | +6.6% |
| 3M | +4.8% | +3.4% | +1.5% | +4.4% |
| 6M | +19.8% | -2.1% | +21.8% | +19.6% |
| YTD | +34.9% | +4.7% | +30.2% | +33.5% |
| 1Y | +32.8% | +10.6% | +22.2% | +30.6% |
| 3Y | +93.7% | +24.6% | +69.2% | +85.4% |
| All | +105.3% | +71.8% | +33.5% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling