+312.6%
FAST vs AVTR
+5.8%
+306.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +8.6% | -0.6% | +9.2% | +8.7% |
| 3M | +5.7% | +13.4% | -7.7% | +2.7% |
| 6M | +25.5% | +87.4% | -61.9% | +8.7% |
| YTD | +39.6% | +35.9% | +3.7% | +28.9% |
| 1Y | +35.5% | +35.4% | +0.1% | +25.0% |
| 3Y | +96.2% | -16.1% | +112.3% | +93.6% |
| 5Y | +110.2% | -59.4% | +169.6% | +142.3% |
| All | +312.6% | +5.8% | +306.8% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling