+92.1%
FAST vs AJG
+10.0%
+82.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +1.8% | -7.4% | +9.2% | +3.5% |
| 30D | -6.4% | -3.0% | -3.5% | -5.9% |
| 3M | +5.3% | +12.8% | -7.5% | +2.2% |
| 6M | +5.4% | +12.8% | -7.5% | +2.1% |
| YTD | +23.6% | -4.7% | +28.3% | +25.4% |
| 1Y | +4.1% | -17.2% | +21.3% | +10.3% |
| All | +92.1% | +10.0% | +82.1% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling