+298.7%
FAST vs AVTR
+5.1%
+293.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +2.1% | -3.6% | +5.7% | +2.8% |
| 30D | +6.9% | +0.8% | +6.1% | +6.6% |
| 3M | +4.8% | +17.4% | -12.5% | +1.2% |
| 6M | +19.8% | +83.5% | -63.7% | +4.2% |
| YTD | +34.9% | +35.0% | -0.1% | +24.7% |
| 1Y | +32.8% | +36.7% | -3.9% | +22.2% |
| 3Y | +93.7% | -15.3% | +109.1% | +90.7% |
| 5Y | +105.3% | -59.5% | +164.8% | +136.7% |
| All | +298.7% | +5.1% | +293.6% | +262.3% |
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