+5.3%
FAST vs AU
+79.6%
-74.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -4.7% | +12.8% | -17.5% | -5.5% |
| 3M | +7.9% | +28.5% | -20.5% | +6.2% |
| 6M | +7.4% | +4.8% | +2.6% | +6.2% |
| YTD | +25.1% | +31.0% | -5.9% | +22.9% |
| All | +5.3% | +79.6% | -74.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling