+135.5%
FAST vs AUR
-56.5%
+192.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.4% |
| 7D | +5.0% | +7.9% | -2.9% | +4.5% |
| 30D | +8.6% | -18.5% | +27.1% | +9.7% |
| 3M | +6.9% | -36.7% | +43.6% | +9.6% |
| 6M | +29.6% | -39.8% | +69.3% | +32.7% |
| YTD | +41.4% | +13.3% | +28.1% | +38.0% |
| 1Y | +38.5% | +2.8% | +35.7% | +35.9% |
| 3Y | +98.7% | +139.7% | -40.9% | +74.3% |
| 5Y | +108.0% | -56.5% | +164.5% | +87.7% |
| All | +135.5% | -56.5% | +192.0% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling