+3,717.6%
FAST vs AGG
+97.1%
+3,620.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -0.6% | +4.8% | +4.1% |
| 30D | +8.3% | +1.6% | +6.7% | +8.9% |
| 3M | +6.5% | -0.5% | +6.9% | +6.3% |
| 6M | +29.5% | -1.1% | +30.6% | +29.0% |
| YTD | +41.3% | -0.7% | +42.0% | +40.9% |
| 1Y | +37.4% | -0.7% | +38.1% | +37.1% |
| 3Y | +98.5% | +14.5% | +84.0% | +109.1% |
| 5Y | +111.1% | -0.9% | +112.0% | +101.2% |
| 10Y | +548.6% | +17.1% | +531.5% | +615.4% |
| All | +3,717.6% | +97.1% | +3,620.5% | +5,743.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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