+3,295.2%
FAST vs AGG
+98.1%
+3,197.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.8% | -0.4% | -0.4% | -0.9% |
| 3M | +5.8% | -0.7% | +6.4% | +5.5% |
| 6M | +8.0% | -1.5% | +9.5% | +7.4% |
| YTD | +25.6% | -0.3% | +25.9% | +25.5% |
| 1Y | +0.8% | +1.3% | -0.5% | +1.3% |
| 3Y | +86.1% | +13.2% | +72.9% | +94.9% |
| 5Y | +100.2% | -1.4% | +101.6% | +89.7% |
| 10Y | +494.2% | +14.9% | +479.3% | +543.9% |
| All | +3,295.2% | +98.1% | +3,197.1% | +5,105.2% |
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