+107.2%
FAST vs AFL
+135.6%
-28.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -0.8% | -6.2% | +5.4% | +1.7% |
| 3M | +5.8% | +2.2% | +3.6% | +4.6% |
| 6M | +8.0% | +5.3% | +2.7% | +5.3% |
| YTD | +25.6% | +8.0% | +17.7% | +21.1% |
| 1Y | +0.8% | +10.2% | -9.4% | -3.7% |
| 3Y | +86.1% | +67.1% | +19.0% | +47.7% |
| All | +107.2% | +135.6% | -28.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling