+524.8%
FAST vs AJG
+480.2%
+44.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -0.4% | -8.5% | +8.1% | +3.8% |
| 30D | -6.4% | -3.8% | -2.7% | -5.0% |
| 3M | +7.1% | +10.8% | -3.8% | +0.9% |
| 6M | +7.0% | +15.6% | -8.6% | -2.0% |
| YTD | +24.1% | -5.1% | +29.3% | +25.1% |
| 1Y | +4.4% | -16.0% | +20.4% | +11.8% |
| 3Y | +93.2% | +9.7% | +83.5% | +72.8% |
| 5Y | +106.4% | +77.8% | +28.5% | +37.1% |
| All | +524.8% | +480.2% | +44.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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