+74,417.0%
FAST vs AIG
-19.4%
+74,436.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.9% |
| 7D | +2.1% | -5.1% | +7.1% | +3.0% |
| 30D | +6.9% | +2.8% | +4.1% | +6.3% |
| 3M | +4.8% | -2.1% | +7.0% | +5.2% |
| 6M | +19.8% | +1.4% | +18.4% | +19.2% |
| YTD | +34.9% | -7.4% | +42.3% | +36.3% |
| 1Y | +32.8% | +4.4% | +28.3% | +31.2% |
| 3Y | +93.7% | +30.0% | +63.7% | +83.3% |
| 5Y | +105.3% | +47.9% | +57.5% | +87.8% |
| 10Y | +595.4% | +74.4% | +521.0% | +491.8% |
| All | +74,417.0% | -19.4% | +74,436.4% | +40,736.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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