+575.3%
FAST vs ACGL
+337.7%
+237.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +1.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +6.9% | +13.7% | -6.8% | +2.0% |
| 3M | +4.8% | +8.0% | -3.2% | +1.8% |
| 6M | +19.8% | +13.3% | +6.5% | +14.0% |
| YTD | +34.9% | +11.8% | +23.1% | +28.7% |
| 1Y | +32.8% | +22.2% | +10.5% | +22.6% |
| 3Y | +93.7% | +32.5% | +61.3% | +70.5% |
| 5Y | +105.3% | +160.2% | -54.9% | +34.5% |
| All | +575.3% | +337.7% | +237.6% | +229.1% |
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