+1,412.4%
FAST vs ACM
+230.8%
+1,181.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.4% | -3.7% | +3.4% | +1.1% |
| 30D | -0.8% | -11.1% | +10.3% | +3.1% |
| 3M | +5.8% | -8.0% | +13.7% | +8.2% |
| 6M | +8.0% | -29.7% | +37.6% | +21.9% |
| YTD | +25.6% | -29.4% | +55.0% | +40.8% |
| 1Y | +0.8% | -46.4% | +47.2% | +25.0% |
| 3Y | +86.1% | -22.3% | +108.5% | +97.1% |
| 5Y | +100.2% | +4.5% | +95.7% | +86.2% |
| 10Y | +494.2% | +127.6% | +366.5% | +275.2% |
| All | +1,412.4% | +230.8% | +1,181.6% | +595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling