+37.0%
ABBV vs FAST
+30.1%
+6.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.4% |
| 30D | +8.0% | +6.9% | +1.1% | +7.2% |
| 3M | +20.2% | +4.8% | +15.3% | +19.5% |
| 6M | +44.0% | +19.8% | +24.2% | +41.4% |
| YTD | +31.3% | +34.9% | -3.6% | +29.8% |
| 1Y | +37.0% | +32.8% | +4.2% | +36.0% |
| All | +37.0% | +30.1% | +6.9% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling