+3,740.1%
FAST vs AGI
+5,459.2%
-1,719.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +18.2% | -19.0% | -1.3% |
| 3M | +5.8% | -4.1% | +9.9% | +5.8% |
| 6M | +8.0% | -28.7% | +36.7% | +8.9% |
| YTD | +25.6% | -4.0% | +29.6% | +25.4% |
| 1Y | +0.8% | +17.4% | -16.6% | -0.1% |
| 3Y | +86.1% | +203.0% | -116.9% | +78.2% |
| 5Y | +100.2% | +376.7% | -276.5% | +88.3% |
| 10Y | +494.2% | +407.5% | +86.7% | +447.9% |
| All | +3,740.1% | +5,459.2% | -1,719.0% | +3,508.3% |
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