+69,298.0%
FAST vs AJG
+12,164.7%
+57,133.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.3% |
| 7D | -0.4% | -1.8% | +1.5% | +0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -2.7% |
| 3M | +5.8% | +24.9% | -19.2% | -3.7% |
| 6M | +8.0% | +17.2% | -9.2% | +0.2% |
| YTD | +25.6% | +2.2% | +23.5% | +22.5% |
| 1Y | +0.8% | -11.5% | +12.3% | +3.8% |
| 3Y | +86.1% | +16.7% | +69.4% | +69.1% |
| 5Y | +100.2% | +89.6% | +10.6% | +49.3% |
| 10Y | +494.2% | +512.4% | -18.2% | +180.3% |
| All | +69,298.0% | +12,164.7% | +57,133.3% | +16,014.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling