+37.4%
FAST vs ACI
-23.0%
+60.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.3% |
| 7D | +4.3% | -5.3% | +9.6% | +4.6% |
| 30D | +8.3% | +5.0% | +3.3% | +8.0% |
| 3M | +6.5% | +7.5% | -1.0% | +6.0% |
| 6M | +29.5% | -16.0% | +45.5% | +31.0% |
| YTD | +41.3% | -20.6% | +61.9% | +42.0% |
| 1Y | +37.4% | -23.5% | +60.9% | +38.8% |
| All | +37.4% | -23.0% | +60.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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