+135.1%
ABBV vs FAST
+98.9%
+36.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | +5.6% | +8.3% | -2.7% | +4.2% |
| 3M | +18.7% | +6.5% | +12.2% | +17.4% |
| 6M | +47.4% | +29.5% | +17.9% | +41.4% |
| YTD | +33.0% | +41.3% | -8.3% | +25.2% |
| 1Y | +34.9% | +37.4% | -2.5% | +27.7% |
| All | +135.1% | +98.9% | +36.2% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling