+106.1%
FAST vs AJG
+77.5%
+28.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.1% |
| 7D | +1.8% | -7.4% | +9.2% | +4.7% |
| 30D | -6.4% | -3.0% | -3.5% | -5.6% |
| 3M | +5.3% | +12.8% | -7.5% | -0.2% |
| 6M | +5.4% | +12.8% | -7.5% | -0.6% |
| YTD | +23.6% | -4.7% | +28.3% | +25.1% |
| 1Y | +4.1% | -17.2% | +21.3% | +12.3% |
| 3Y | +92.4% | +10.2% | +82.2% | +72.0% |
| 5Y | +106.1% | +76.9% | +29.2% | +38.0% |
| All | +106.1% | +77.5% | +28.6% | +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