+479.5%
FAST vs AR
-27.2%
+506.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | -0.8% | +14.8% | -15.6% | -2.0% |
| 3M | +5.8% | +6.2% | -0.5% | +5.1% |
| 6M | +8.0% | +4.3% | +3.7% | +7.2% |
| YTD | +25.6% | +14.4% | +11.3% | +23.6% |
| 1Y | +0.8% | +21.3% | -20.5% | -1.6% |
| 3Y | +86.1% | +39.8% | +46.3% | +76.7% |
| 5Y | +100.2% | +142.1% | -41.9% | +76.5% |
| 10Y | +494.2% | +52.0% | +442.1% | +406.2% |
| All | +479.5% | -27.2% | +506.7% | +427.2% |
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 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