+3,654.3%
FAST vs AGG
+97.9%
+3,556.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +3.8% | +0.4% | +3.4% | +4.0% |
| 30D | +8.1% | +2.1% | +6.0% | +8.8% |
| 3M | +5.8% | -0.3% | +6.1% | +5.7% |
| 6M | +24.9% | -0.9% | +25.8% | +24.5% |
| YTD | +38.9% | -0.3% | +39.2% | +38.7% |
| 1Y | +36.5% | 0.0% | +36.5% | +36.4% |
| 3Y | +98.1% | +15.3% | +82.9% | +109.2% |
| 5Y | +109.3% | -1.4% | +110.7% | +98.5% |
| 10Y | +547.9% | +16.9% | +531.1% | +612.2% |
| All | +3,654.3% | +97.9% | +3,556.4% | +5,654.4% |
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