+31.6%
FAST vs AFL
+18.6%
+13.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | +5.5% | +11.5% | -6.0% | +3.1% |
| 3M | +7.6% | +0.6% | +7.0% | +7.1% |
| 6M | +19.8% | +11.7% | +8.1% | +16.7% |
| YTD | +35.5% | +15.4% | +20.1% | +30.9% |
| 1Y | +31.6% | +17.6% | +14.1% | +26.6% |
| All | +31.6% | +18.6% | +13.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling