+537.5%
FAST vs AGI
+391.9%
+145.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.2% |
| 7D | +5.0% | -7.5% | +12.5% | +5.2% |
| 30D | +8.6% | -9.9% | +18.4% | +8.7% |
| 3M | +6.9% | -14.2% | +21.1% | +7.1% |
| 6M | +29.6% | -35.2% | +64.8% | +30.5% |
| YTD | +41.4% | -25.2% | +66.7% | +41.9% |
| 1Y | +38.5% | -14.3% | +52.8% | +38.7% |
| 3Y | +98.7% | +127.7% | -28.9% | +94.9% |
| 5Y | +108.0% | +243.4% | -135.4% | +101.9% |
| All | +537.5% | +391.9% | +145.6% | +538.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling