+152.3%
ACN vs FAST
+541.9%
-389.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | -3.8% | +4.2% | -8.0% | -5.6% |
| 30D | +16.5% | +6.7% | +9.9% | +13.1% |
| 3M | +41.5% | +8.0% | +33.4% | +36.4% |
| 6M | +60.1% | +27.4% | +32.6% | +42.9% |
| YTD | -3.9% | +40.5% | -44.4% | -19.1% |
| 1Y | +4.1% | +38.4% | -34.3% | -11.7% |
| 3Y | -15.9% | +98.7% | -114.5% | -41.7% |
| 5Y | -26.3% | +106.7% | -133.0% | -50.7% |
| All | +152.3% | +541.9% | -389.6% | +10.6% |
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