+94.7%
FAST vs AU
+624.5%
-529.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.2% |
| 3M | +7.9% | +28.5% | -20.5% | +6.8% |
| 6M | +7.4% | +4.8% | +2.6% | +6.8% |
| YTD | +25.1% | +31.0% | -5.9% | +23.7% |
| 1Y | +4.7% | +81.4% | -76.7% | +2.9% |
| 3Y | +94.7% | +618.4% | -523.7% | +85.0% |
| All | +94.7% | +624.5% | -529.8% | +85.0% |
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 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