+205.1%
FAST vs ACI
+39.5%
+165.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.2% |
| 7D | +3.4% | +4.5% | -1.1% | +2.8% |
| 30D | +5.5% | +20.9% | -15.4% | +2.7% |
| 3M | +7.6% | +15.2% | -7.7% | +5.3% |
| 6M | +19.8% | -13.3% | +33.1% | +21.4% |
| YTD | +35.5% | -16.2% | +51.6% | +37.6% |
| 1Y | +31.6% | -16.9% | +48.5% | +33.9% |
| 3Y | +91.0% | -30.8% | +121.9% | +98.5% |
| 5Y | +105.1% | -39.4% | +144.5% | +113.7% |
| All | +205.1% | +39.5% | +165.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling