+29.7%
FAST vs ACGL
+26.1%
+3.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.7% | +6.4% | -5.7% | -0.7% |
| 30D | +4.6% | +16.6% | -12.0% | +1.2% |
| 3M | +6.4% | +11.6% | -5.2% | +3.7% |
| 6M | +20.6% | +17.5% | +3.1% | +16.5% |
| YTD | +34.7% | +15.3% | +19.4% | +31.8% |
| 1Y | +29.7% | +26.3% | +3.4% | +23.0% |
| All | +29.7% | +26.1% | +3.6% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling