+93.4%
FAST vs ACM
-12.3%
+105.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | +0.7% | +5.1% | -4.4% | -0.8% |
| 30D | +4.6% | +11.5% | -6.8% | +1.4% |
| 3M | +6.4% | -10.5% | +16.8% | +9.5% |
| 6M | +20.6% | -20.4% | +41.0% | +28.5% |
| YTD | +34.7% | -28.9% | +63.5% | +48.2% |
| 1Y | +29.7% | -48.7% | +78.4% | +61.8% |
| All | +93.4% | -12.3% | +105.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling