+105.3%
FAST vs AFL
+143.8%
-38.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +6.9% | +10.0% | -3.2% | +2.8% |
| 3M | +4.8% | -1.6% | +6.4% | +5.4% |
| 6M | +19.8% | +10.5% | +9.3% | +14.6% |
| YTD | +34.9% | +14.3% | +20.6% | +26.9% |
| 1Y | +32.8% | +11.4% | +21.4% | +26.3% |
| 3Y | +93.7% | +62.4% | +31.3% | +55.4% |
| All | +105.3% | +143.8% | -38.4% | +28.1% |
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