+521.2%
FAST vs AR
-32.8%
+554.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | +0.7% | -11.7% | +12.4% | +1.7% |
| 30D | +4.6% | +1.8% | +2.8% | +4.4% |
| 3M | +6.4% | +6.0% | +0.4% | +5.6% |
| 6M | +20.6% | -7.0% | +27.6% | +21.0% |
| YTD | +34.7% | +5.6% | +29.1% | +33.2% |
| 1Y | +29.7% | +10.8% | +18.8% | +27.6% |
| 3Y | +89.9% | +19.3% | +70.6% | +82.8% |
| 5Y | +105.0% | +73.3% | +31.6% | +86.3% |
| 10Y | +594.2% | +47.6% | +546.6% | +491.6% |
| All | +521.2% | -32.8% | +554.0% | +468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling