+6,642.4%
ABT vs FAST
+71,032.6%
-64,390.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | +2.5% | -0.8% | +3.3% | +2.6% |
| 3M | +20.2% | +5.8% | +14.4% | +18.9% |
| 6M | -2.9% | +8.0% | -10.9% | -4.5% |
| YTD | -11.9% | +25.6% | -37.6% | -15.8% |
| 1Y | -16.5% | +0.8% | -17.4% | -17.1% |
| 3Y | +12.1% | +86.1% | -74.0% | -1.2% |
| 5Y | -7.4% | +100.2% | -107.6% | -19.7% |
| 10Y | +210.7% | +494.2% | -283.5% | +123.8% |
| All | +6,642.4% | +71,032.6% | -64,390.1% | +2,303.4% |
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