+31.6%
FAST vs AVTR
+37.4%
-5.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.4% | -6.2% | +9.7% | +4.1% |
| 30D | +5.5% | -1.0% | +6.5% | +5.6% |
| 3M | +7.6% | +14.4% | -6.8% | +5.8% |
| 6M | +19.8% | +95.9% | -76.1% | +8.5% |
| YTD | +35.5% | +36.6% | -1.1% | +31.4% |
| 1Y | +31.6% | +35.1% | -3.5% | +28.0% |
| All | +31.6% | +37.4% | -5.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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