+533.3%
FAST vs ACM
+132.6%
+400.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +4.2% | +5.6% | -1.5% | +2.1% |
| 30D | +6.7% | +20.8% | -14.1% | -0.4% |
| 3M | +8.0% | +11.4% | -3.4% | +3.4% |
| 6M | +27.4% | +0.9% | +26.5% | +25.6% |
| YTD | +40.5% | -24.8% | +65.3% | +52.9% |
| 1Y | +38.4% | -46.4% | +84.8% | +70.9% |
| 3Y | +98.7% | -9.2% | +107.9% | +97.4% |
| 5Y | +106.7% | +5.0% | +101.7% | +92.1% |
| All | +533.3% | +132.6% | +400.7% | +328.7% |
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