+531.8%
FAST vs AG
+64.1%
+467.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.7% |
| 7D | +4.8% | +6.0% | -1.2% | +4.6% |
| 30D | +8.6% | -13.5% | +22.1% | +9.0% |
| 3M | +5.7% | -20.7% | +26.4% | +6.2% |
| 6M | +25.5% | -31.5% | +57.0% | +26.4% |
| YTD | +39.6% | -10.1% | +49.8% | +39.1% |
| 1Y | +35.5% | +26.0% | +9.5% | +33.6% |
| 3Y | +96.2% | +228.9% | -132.7% | +85.3% |
| 5Y | +110.2% | +8.7% | +101.5% | +101.9% |
| 10Y | +531.8% | +71.9% | +459.9% | +502.2% |
| All | +531.8% | +64.1% | +467.8% | +502.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling