+38.5%
FAST vs A
+16.3%
+22.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | +8.6% | +0.8% | +7.7% | +8.3% |
| 3M | +6.9% | +16.9% | -10.0% | +3.6% |
| 6M | +29.6% | +53.8% | -24.2% | +19.2% |
| YTD | +41.4% | +28.1% | +13.3% | +36.7% |
| 1Y | +38.5% | +15.0% | +23.5% | +38.9% |
| All | +38.5% | +16.3% | +22.2% | +38.9% |
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