+106.8%
FAST vs AUR
-34.2%
+141.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +1.3% | +19.2% | -17.9% | +0.1% |
| 30D | -4.7% | -7.8% | +3.0% | -4.4% |
| 3M | +7.9% | +4.0% | +3.9% | +7.3% |
| 6M | +7.4% | +45.0% | -37.6% | +3.8% |
| YTD | +25.1% | +69.5% | -44.5% | +19.3% |
| 1Y | +4.7% | +13.0% | -8.3% | +2.4% |
| 3Y | +94.7% | +90.4% | +4.3% | +74.2% |
| 5Y | +106.8% | -34.2% | +140.9% | +81.9% |
| All | +106.8% | -34.2% | +141.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling