+99.8%
FAST vs ACGL
+33.2%
+66.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -1.4% | +5.6% | +4.7% |
| 30D | +8.3% | +12.4% | -4.0% | +4.9% |
| 3M | +6.5% | +11.1% | -4.6% | +3.4% |
| 6M | +29.5% | +16.3% | +13.2% | +24.0% |
| YTD | +41.3% | +13.8% | +27.4% | +35.9% |
| 1Y | +37.4% | +20.4% | +17.0% | +30.0% |
| All | +99.8% | +33.2% | +66.5% | +91.5% |
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