+533.3%
FAST vs AU
+818.2%
-284.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | +4.2% | -7.2% | +11.4% | +4.3% |
| 30D | +6.7% | -2.9% | +9.5% | +6.7% |
| 3M | +8.0% | -8.7% | +16.7% | +8.2% |
| 6M | +27.4% | -14.1% | +41.6% | +27.6% |
| YTD | +40.5% | +4.8% | +35.7% | +40.1% |
| 1Y | +38.4% | +11.9% | +26.5% | +37.8% |
| 3Y | +98.7% | +513.8% | -415.1% | +92.5% |
| 5Y | +106.7% | +379.3% | -272.6% | +99.0% |
| All | +533.3% | +818.2% | -284.9% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling