+533.3%
FAST vs AG
+76.0%
+457.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | +4.2% | -10.0% | +14.1% | +4.4% |
| 30D | +6.7% | -10.5% | +17.2% | +7.0% |
| 3M | +8.0% | -27.3% | +35.3% | +8.9% |
| 6M | +27.4% | -43.0% | +70.4% | +29.1% |
| YTD | +40.5% | -17.9% | +58.4% | +40.4% |
| 1Y | +38.4% | +11.9% | +26.4% | +36.9% |
| 3Y | +98.7% | +201.8% | -103.1% | +88.3% |
| 5Y | +106.7% | -0.1% | +106.8% | +99.1% |
| All | +533.3% | +76.0% | +457.3% | +504.7% |
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