+90.1%
FAST vs ACGL
+34.2%
+55.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | -0.8% | -1.0% | +0.2% | -0.6% |
| 3M | +5.8% | +11.0% | -5.3% | +2.8% |
| 6M | +8.0% | -0.3% | +8.3% | +7.9% |
| YTD | +25.6% | +2.3% | +23.4% | +24.5% |
| 1Y | +0.8% | +6.4% | -5.6% | -1.2% |
| All | +90.1% | +34.2% | +55.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling