+4,023.4%
FAST vs AGI
+4,691.5%
-668.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +2.1% | +16.0% | -13.9% | +1.6% |
| 30D | +6.9% | +1.0% | +5.9% | +6.8% |
| 3M | +4.8% | +2.5% | +2.4% | +4.6% |
| 6M | +19.8% | -24.0% | +43.8% | +20.5% |
| YTD | +34.9% | -17.2% | +52.1% | +35.1% |
| 1Y | +32.8% | +4.9% | +27.9% | +32.0% |
| 3Y | +93.7% | +142.6% | -48.8% | +86.7% |
| 5Y | +105.3% | +315.2% | -209.9% | +93.8% |
| 10Y | +595.4% | +338.5% | +256.9% | +544.4% |
| All | +4,023.4% | +4,691.5% | -668.1% | +3,789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling