+109.3%
FAST vs AUR
-36.6%
+145.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | +8.7% | -9.1% | -0.9% |
| 30D | -0.8% | -5.2% | +4.5% | -0.6% |
| 3M | +5.8% | -7.3% | +13.1% | +5.9% |
| 6M | +8.0% | +41.2% | -33.2% | +4.5% |
| YTD | +25.6% | +65.1% | -39.5% | +20.1% |
| 1Y | +0.8% | +13.4% | -12.6% | -1.5% |
| 3Y | +86.1% | +98.1% | -12.0% | +65.8% |
| 5Y | +100.2% | -36.0% | +136.2% | +77.2% |
| All | +109.3% | -36.6% | +145.9% | +86.0% |
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