+6,784.1%
ABT vs FAST
+76,279.5%
-69,495.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +3.5% | +2.1% | +1.4% | +3.1% |
| 30D | +12.0% | +6.9% | +5.1% | +10.7% |
| 3M | +2.5% | +4.8% | -2.4% | +1.5% |
| 6M | +29.1% | +19.8% | +9.3% | +24.8% |
| YTD | -10.1% | +34.9% | -45.0% | -15.2% |
| 1Y | -9.8% | +32.8% | -42.6% | -14.7% |
| 3Y | +23.3% | +93.7% | -70.5% | +7.9% |
| 5Y | -2.4% | +105.3% | -107.7% | -15.8% |
| 10Y | +239.4% | +595.4% | -355.9% | +138.2% |
| All | +6,784.1% | +76,279.5% | -69,495.3% | +2,321.3% |
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