+2,472.7%
ACN vs FAST
+4,296.3%
-1,823.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +38.2% | +4.6% | +33.6% | +35.7% |
| 3M | +56.6% | +6.4% | +50.2% | +52.7% |
| 6M | +51.1% | +20.6% | +30.5% | +39.8% |
| YTD | +1.7% | +34.7% | -33.0% | -10.7% |
| 1Y | +10.1% | +29.7% | -19.6% | -1.9% |
| 3Y | -10.3% | +89.9% | -100.2% | -32.6% |
| 5Y | -21.4% | +105.0% | -126.4% | -43.0% |
| 10Y | +167.1% | +594.2% | -427.0% | +18.1% |
| All | +2,472.7% | +4,296.3% | -1,823.5% | +296.6% |
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 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