+93.7%
FAST vs AU
+450.2%
-356.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | 0.0% |
| 7D | +2.1% | +16.5% | -14.5% | +1.5% |
| 30D | +6.9% | +3.3% | +3.6% | +6.7% |
| 3M | +4.8% | +6.8% | -2.0% | +4.4% |
| 6M | +19.8% | -3.9% | +23.7% | +19.6% |
| YTD | +34.9% | +12.9% | +22.0% | +33.9% |
| 1Y | +32.8% | +43.5% | -10.7% | +31.1% |
| 3Y | +93.7% | +445.5% | -351.8% | +83.5% |
| All | +93.7% | +450.2% | -356.4% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling