+541.0%
FAST vs ACM
+132.1%
+408.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.8% | +6.6% | -1.8% | +2.4% |
| 30D | +8.6% | +19.8% | -11.2% | +1.8% |
| 3M | +5.7% | -3.1% | +8.8% | +6.1% |
| 6M | +25.5% | -11.5% | +37.0% | +29.3% |
| YTD | +39.6% | -24.7% | +64.3% | +51.7% |
| 1Y | +35.5% | -45.1% | +80.5% | +65.2% |
| 3Y | +96.2% | -8.9% | +105.1% | +94.8% |
| 5Y | +110.2% | +5.4% | +104.8% | +95.6% |
| All | +541.0% | +132.1% | +408.9% | +331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling