+228.3%
ABT vs FAST
+545.6%
-317.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.0% | +4.8% | -3.8% | -0.7% |
| 30D | +11.6% | +8.6% | +3.0% | +8.2% |
| 3M | +2.3% | +5.7% | -3.4% | +0.1% |
| 6M | +32.7% | +25.5% | +7.3% | +21.7% |
| YTD | -9.6% | +39.6% | -49.3% | -21.1% |
| 1Y | -10.1% | +35.5% | -45.6% | -20.6% |
| 3Y | +25.2% | +96.2% | -71.0% | -7.3% |
| 5Y | -4.5% | +110.2% | -114.7% | -32.6% |
| 10Y | +228.3% | +531.8% | -303.6% | +62.2% |
| All | +228.3% | +545.6% | -317.4% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling