-5.9%
ABT vs FAST
+32.0%
-37.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.2% |
| 7D | +12.5% | +3.4% | +9.1% | +11.8% |
| 30D | +16.1% | +5.5% | +10.6% | +14.8% |
| 3M | +10.2% | +7.6% | +2.6% | +8.4% |
| 6M | +33.7% | +19.8% | +13.9% | +28.2% |
| YTD | -5.5% | +35.5% | -41.0% | -12.8% |
| 1Y | -5.9% | +31.6% | -37.5% | -12.2% |
| All | -5.9% | +32.0% | -37.9% | -12.2% |
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 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