+108.0%
FAST vs AVTR
-59.7%
+167.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +5.0% | +3.2% | +1.8% | +4.4% |
| 30D | +8.6% | +0.5% | +8.1% | +8.4% |
| 3M | +6.9% | +12.1% | -5.2% | +4.5% |
| 6M | +29.6% | +91.2% | -61.6% | +13.7% |
| YTD | +41.4% | +36.3% | +5.1% | +31.9% |
| 1Y | +38.5% | +35.2% | +3.3% | +29.2% |
| 3Y | +98.7% | -15.8% | +114.6% | +97.3% |
| 5Y | +108.0% | -58.9% | +167.0% | +147.0% |
| All | +108.0% | -59.7% | +167.7% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling