-24.7%
ACN vs FAST
+2.3%
-27.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -1.5% | -0.4% | -1.2% | -1.5% |
| 30D | +9.4% | -0.8% | +10.1% | +9.4% |
| 3M | +5.6% | +5.8% | -0.1% | +5.2% |
| 6M | -9.3% | +8.0% | -17.2% | -10.4% |
| YTD | -29.0% | +25.6% | -54.6% | -32.8% |
| 1Y | -24.7% | +0.8% | -25.5% | -28.9% |
| All | -24.7% | +2.3% | -27.0% | -28.9% |
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