+1,521.2%
FAST vs ACM
+233.2%
+1,288.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +0.7% | +5.1% | -4.4% | -1.3% |
| 30D | +4.6% | +11.5% | -6.8% | +0.3% |
| 3M | +6.4% | -10.5% | +16.8% | +9.9% |
| 6M | +20.6% | -20.4% | +41.0% | +29.6% |
| YTD | +34.7% | -28.9% | +63.5% | +50.1% |
| 1Y | +29.7% | -48.7% | +78.4% | +63.6% |
| 3Y | +89.9% | -12.5% | +102.4% | +91.8% |
| 5Y | +105.0% | +0.5% | +104.4% | +93.7% |
| 10Y | +594.2% | +161.2% | +433.0% | +313.8% |
| All | +1,521.2% | +233.2% | +1,288.0% | +641.1% |
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 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