+547.9%
FAST vs ALB
+38.2%
+509.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | +9.5% | -5.6% | +2.2% |
| 30D | +8.1% | -2.1% | +10.2% | +8.3% |
| 3M | +5.8% | -24.1% | +29.9% | +10.6% |
| 6M | +24.9% | -51.0% | +75.9% | +40.7% |
| YTD | +38.9% | -29.3% | +68.2% | +43.5% |
| 1Y | +36.5% | +3.2% | +33.3% | +30.2% |
| 3Y | +98.1% | -9.3% | +107.5% | +78.9% |
| 5Y | +109.3% | -61.6% | +170.9% | +124.0% |
| 10Y | +547.9% | +40.8% | +507.1% | +318.4% |
| All | +547.9% | +38.2% | +509.7% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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