+105.3%
FAST vs AJG
+79.0%
+26.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.4% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | +6.7% | +19.4% | -12.7% | -0.1% |
| 3M | +8.0% | +11.9% | -3.9% | +3.3% |
| 6M | +27.4% | +48.3% | -20.8% | +8.4% |
| YTD | +40.5% | +10.3% | +30.2% | +34.5% |
| 1Y | +38.4% | +11.5% | +26.8% | +31.7% |
| 3Y | +98.7% | +17.5% | +81.1% | +76.8% |
| All | +105.3% | +79.0% | +26.3% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling