+1,156.2%
ABBV vs FAST
+488.7%
+667.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +0.4% | -0.4% | +0.7% | +0.4% |
| 30D | +4.2% | -0.8% | +4.9% | +4.3% |
| 3M | +14.8% | +5.8% | +9.1% | +12.9% |
| 6M | +10.3% | +8.0% | +2.3% | +7.5% |
| YTD | +14.9% | +25.6% | -10.7% | +6.9% |
| 1Y | +24.1% | +0.8% | +23.3% | +22.7% |
| 3Y | +91.9% | +86.1% | +5.8% | +55.9% |
| 5Y | +176.0% | +100.2% | +75.8% | +114.9% |
| 10Y | +502.9% | +494.2% | +8.8% | +217.5% |
| All | +1,156.2% | +488.7% | +667.4% | +542.2% |
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