+7.0%
ACN vs FAST
+36.2%
-29.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.3% | -2.9% |
| 7D | -2.5% | +3.8% | -6.4% | -3.2% |
| 30D | +22.6% | +8.1% | +14.6% | +20.8% |
| 3M | +45.9% | +5.8% | +40.1% | +43.8% |
| 6M | +43.8% | +24.9% | +19.0% | +39.9% |
| YTD | -2.5% | +38.9% | -41.4% | -12.6% |
| All | +7.0% | +36.2% | -29.2% | -2.3% |
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 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