+603.7%
ABBV vs FAST
+606.6%
-2.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.1% |
| 7D | +1.5% | +3.8% | -2.3% | +0.6% |
| 30D | +6.7% | +8.1% | -1.3% | +4.6% |
| 3M | +19.9% | +5.8% | +14.1% | +18.1% |
| 6M | +47.5% | +24.9% | +22.6% | +39.0% |
| YTD | +32.2% | +38.9% | -6.7% | +20.5% |
| 1Y | +37.8% | +36.5% | +1.4% | +26.1% |
| 3Y | +134.8% | +98.1% | +36.6% | +90.7% |
| 5Y | +203.0% | +109.3% | +93.7% | +138.1% |
| 10Y | +603.7% | +547.9% | +55.8% | +295.1% |
| All | +603.7% | +606.6% | -2.9% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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