+34.8%
FAST vs AG
+32.5%
+2.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.8% |
| 7D | +3.8% | +10.8% | -7.0% | +3.5% |
| 30D | +8.1% | -8.2% | +16.2% | +8.3% |
| 3M | +5.8% | -13.7% | +19.5% | +6.1% |
| 6M | +24.9% | -27.3% | +52.1% | +25.9% |
| YTD | +38.9% | -4.6% | +43.5% | +37.1% |
| All | +34.8% | +32.5% | +2.3% | +31.4% |
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