+6,551.3%
FAST vs AU
+793.6%
+5,757.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -0.4% | -3.6% | +3.3% | -0.1% |
| 30D | -0.8% | +23.9% | -24.7% | -2.4% |
| 3M | +5.8% | +19.1% | -13.3% | +4.1% |
| 6M | +8.0% | -0.2% | +8.1% | +7.3% |
| YTD | +25.6% | +32.5% | -6.8% | +22.0% |
| 1Y | +0.8% | +96.9% | -96.1% | -5.3% |
| 3Y | +86.1% | +614.7% | -528.6% | +56.1% |
| 5Y | +100.2% | +647.7% | -547.5% | +64.8% |
| 10Y | +494.2% | +679.2% | -185.0% | +362.2% |
| All | +6,551.3% | +793.6% | +5,757.7% | +4,641.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling