+32.8%
FAST vs AG
+40.6%
-7.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +2.1% | +6.3% | -4.2% | +1.9% |
| 30D | +6.9% | -8.9% | +15.8% | +7.1% |
| 3M | +4.8% | -12.2% | +17.0% | +5.0% |
| 6M | +19.8% | -28.3% | +48.1% | +20.8% |
| YTD | +34.9% | -8.8% | +43.7% | +33.2% |
| 1Y | +32.8% | +39.4% | -6.6% | +29.1% |
| All | +32.8% | +40.6% | -7.9% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling