+93.7%
FAST vs ACI
-35.7%
+129.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +2.1% | -2.2% | +4.3% | +2.2% |
| 30D | +6.9% | +10.3% | -3.4% | +6.0% |
| 3M | +4.8% | +7.2% | -2.4% | +4.2% |
| 6M | +19.8% | -18.0% | +37.8% | +21.4% |
| YTD | +34.9% | -22.0% | +56.9% | +37.1% |
| 1Y | +32.8% | -23.4% | +56.1% | +35.2% |
| 3Y | +93.7% | -35.8% | +129.6% | +100.6% |
| All | +93.7% | -35.7% | +129.4% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling