+1,335.6%
ABBV vs FAST
+532.2%
+803.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | +8.0% | +6.9% | +1.1% | +6.0% |
| 3M | +20.2% | +4.8% | +15.3% | +18.5% |
| 6M | +44.0% | +19.8% | +24.2% | +36.6% |
| YTD | +31.3% | +34.9% | -3.6% | +19.7% |
| 1Y | +37.0% | +32.8% | +4.2% | +25.4% |
| 3Y | +128.0% | +93.7% | +34.2% | +83.4% |
| 5Y | +196.9% | +105.3% | +91.6% | +130.2% |
| 10Y | +681.2% | +595.4% | +85.9% | +292.2% |
| All | +1,335.6% | +532.2% | +803.5% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling