+200.7%
ABBV vs FAST
+110.3%
+90.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +5.0% | -2.9% | +1.4% |
| 30D | +8.0% | +8.6% | -0.6% | +6.5% |
| 3M | +19.1% | +6.9% | +12.2% | +17.8% |
| 6M | +43.5% | +29.6% | +14.0% | +37.6% |
| YTD | +32.7% | +41.4% | -8.7% | +25.0% |
| 1Y | +30.0% | +38.5% | -8.5% | +22.9% |
| 3Y | +134.7% | +98.7% | +36.0% | +107.4% |
| 5Y | +200.7% | +108.0% | +92.6% | +158.6% |
| All | +200.7% | +110.3% | +90.3% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling