+106.8%
FAST vs AUR
-36.7%
+143.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -6.4% | -8.9% | +2.5% | -6.0% |
| 3M | +7.1% | +4.6% | +2.4% | +6.4% |
| 6M | +7.0% | +44.9% | -37.9% | +3.4% |
| YTD | +24.1% | +64.8% | -40.7% | +18.7% |
| 1Y | +4.4% | +16.4% | -12.0% | +1.9% |
| 3Y | +93.2% | +85.1% | +8.1% | +73.2% |
| 5Y | +106.4% | -36.1% | +142.5% | +82.7% |
| All | +106.8% | -36.7% | +143.5% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling