+107.2%
FAST vs AG
+64.2%
+43.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +0.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -0.8% | +19.2% | -20.0% | -1.7% |
| 3M | +5.8% | +6.2% | -0.4% | +5.1% |
| 6M | +8.0% | -26.7% | +34.7% | +9.1% |
| YTD | +25.6% | +26.1% | -0.5% | +22.7% |
| 1Y | +0.8% | +131.7% | -130.8% | -5.5% |
| 3Y | +86.1% | +255.3% | -169.2% | +64.3% |
| All | +107.2% | +64.2% | +43.0% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling