+106.8%
FAST vs AGI
+390.0%
-283.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.3% | +4.4% | -3.1% | +1.0% |
| 30D | -4.7% | +10.0% | -14.7% | -5.3% |
| 3M | +7.9% | +1.7% | +6.2% | +7.6% |
| 6M | +7.4% | -26.8% | +34.2% | +9.0% |
| YTD | +25.1% | -5.3% | +30.4% | +24.7% |
| 1Y | +4.7% | +11.5% | -6.8% | +3.0% |
| 3Y | +94.7% | +212.9% | -118.2% | +71.3% |
| 5Y | +106.8% | +388.8% | -282.0% | +69.0% |
| All | +106.8% | +390.0% | -283.3% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling