+90.1%
FAST vs AG
+260.2%
-170.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +0.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -0.8% | +19.2% | -20.0% | -1.3% |
| 3M | +5.8% | +6.2% | -0.4% | +5.4% |
| 6M | +8.0% | -26.7% | +34.7% | +8.4% |
| YTD | +25.6% | +26.1% | -0.5% | +24.4% |
| 1Y | +0.8% | +131.7% | -130.8% | -1.9% |
| All | +90.1% | +260.2% | -170.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling