+271.3%
FAST vs AVTR
+1.7%
+269.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.4% | +2.7% | -3.0% | -0.9% |
| 30D | -0.8% | +12.1% | -12.8% | -3.2% |
| 3M | +5.8% | +57.2% | -51.5% | -4.5% |
| 6M | +8.0% | +73.1% | -65.1% | -4.9% |
| YTD | +25.6% | +30.6% | -5.0% | +17.1% |
| 1Y | +0.8% | +13.5% | -12.7% | -4.6% |
| 3Y | +86.1% | -31.0% | +117.1% | +92.3% |
| 5Y | +100.2% | -63.2% | +163.4% | +135.7% |
| All | +271.3% | +1.7% | +269.6% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling