+32.8%
FAST vs A
+20.8%
+12.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +6.9% | +3.4% | +3.5% | +6.2% |
| 3M | +4.8% | +23.8% | -19.0% | +0.6% |
| 6M | +19.8% | +49.0% | -29.2% | +11.3% |
| YTD | +34.9% | +29.4% | +5.5% | +30.0% |
| 1Y | +32.8% | +19.4% | +13.4% | +30.5% |
| All | +32.8% | +20.8% | +12.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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