+269.6%
FAST vs AVTR
+3.6%
+266.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +1.3% | +7.4% | -6.1% | -0.2% |
| 30D | -4.7% | +12.2% | -17.0% | -7.1% |
| 3M | +7.9% | +57.4% | -49.4% | -2.5% |
| 6M | +7.4% | +86.7% | -79.2% | -6.9% |
| YTD | +25.1% | +33.1% | -8.0% | +16.2% |
| 1Y | +4.7% | +16.1% | -11.5% | -1.4% |
| 3Y | +94.7% | -24.6% | +119.3% | +96.9% |
| 5Y | +106.8% | -63.5% | +170.2% | +144.2% |
| All | +269.6% | +3.6% | +266.0% | +237.5% |
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