+499.9%
FAST vs ACGL
+276.1%
+223.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | -0.8% | -1.0% | +0.2% | -0.5% |
| 3M | +5.8% | +11.0% | -5.3% | +1.6% |
| 6M | +8.0% | -0.3% | +8.3% | +7.7% |
| YTD | +25.6% | +2.3% | +23.4% | +23.9% |
| 1Y | +0.8% | +6.4% | -5.6% | -2.2% |
| 3Y | +86.1% | +34.0% | +52.1% | +62.5% |
| 5Y | +100.2% | +161.6% | -61.4% | +30.2% |
| All | +499.9% | +276.1% | +223.8% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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