+7,291.3%
FAST vs AU
+668.9%
+6,622.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.0% | +0.9% |
| 7D | +4.8% | +15.3% | -10.5% | +3.7% |
| 30D | +8.6% | -0.3% | +8.9% | +8.5% |
| 3M | +5.7% | -2.9% | +8.6% | +5.6% |
| 6M | +25.5% | -10.7% | +36.2% | +25.8% |
| YTD | +39.6% | +14.0% | +25.6% | +36.8% |
| 1Y | +35.5% | +32.5% | +3.0% | +31.1% |
| 3Y | +96.2% | +557.9% | -461.7% | +65.6% |
| 5Y | +110.2% | +441.0% | -330.8% | +77.0% |
| 10Y | +531.8% | +816.9% | -285.1% | +382.0% |
| All | +7,291.3% | +668.9% | +6,622.4% | +5,217.8% |
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