+31.6%
FAST vs AUR
-17.4%
+49.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.8% |
| 7D | +3.4% | -19.8% | +23.3% | +4.0% |
| 30D | +5.5% | -29.0% | +34.5% | +6.6% |
| 3M | +7.6% | -43.6% | +51.2% | +9.9% |
| 6M | +19.8% | -36.6% | +56.5% | +20.7% |
| YTD | +35.5% | +6.3% | +29.2% | +29.0% |
| 1Y | +31.6% | -9.0% | +40.6% | +27.2% |
| All | +31.6% | -17.4% | +49.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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