+1,791.9%
FAST vs AG
+287.4%
+1,504.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.4% |
| 7D | +0.7% | -2.9% | +3.5% | +0.8% |
| 30D | +4.6% | -15.1% | +19.7% | +5.7% |
| 3M | +6.4% | -15.4% | +21.7% | +7.2% |
| 6M | +20.6% | -21.9% | +42.5% | +21.6% |
| YTD | +34.7% | -10.4% | +45.1% | +33.4% |
| 1Y | +29.7% | +39.8% | -10.2% | +24.2% |
| 3Y | +89.9% | +209.5% | -119.6% | +66.5% |
| 5Y | +105.0% | +12.5% | +92.5% | +89.7% |
| 10Y | +594.2% | +79.5% | +514.7% | +470.5% |
| All | +1,791.9% | +287.4% | +1,504.4% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling