+38.4%
FAST vs AVTR
+36.1%
+2.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | +8.0% | +12.2% | -4.2% | +6.5% |
| 6M | +27.4% | +97.5% | -70.0% | +15.4% |
| YTD | +40.5% | +35.6% | +4.9% | +36.6% |
| 1Y | +38.4% | +32.8% | +5.5% | +34.9% |
| All | +38.4% | +36.1% | +2.3% | +34.9% |
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