+507.7%
FAST vs AGI
+373.6%
+134.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.3% | +4.4% | -3.1% | +1.2% |
| 30D | -4.7% | +10.0% | -14.7% | -5.0% |
| 3M | +7.9% | +1.7% | +6.2% | +7.8% |
| 6M | +7.4% | -26.8% | +34.2% | +7.9% |
| YTD | +25.1% | -5.3% | +30.4% | +25.0% |
| 1Y | +4.7% | +11.5% | -6.8% | +4.3% |
| 3Y | +94.7% | +212.9% | -118.2% | +89.3% |
| 5Y | +106.8% | +388.8% | -282.0% | +99.1% |
| 10Y | +507.7% | +383.6% | +124.1% | +500.3% |
| All | +507.7% | +373.6% | +134.1% | +500.3% |
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