+537.5%
FAST vs ALB
+34.2%
+503.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +5.0% | -3.6% | +8.6% | +5.7% |
| 30D | +8.6% | -2.9% | +11.4% | +8.9% |
| 3M | +6.9% | -25.8% | +32.8% | +12.2% |
| 6M | +29.6% | -53.6% | +83.2% | +47.5% |
| YTD | +41.4% | -32.4% | +73.8% | +47.2% |
| 1Y | +38.5% | -13.0% | +51.6% | +36.7% |
| 3Y | +98.7% | -15.0% | +113.7% | +81.7% |
| 5Y | +108.0% | -63.5% | +171.6% | +124.9% |
| All | +537.5% | +34.2% | +503.2% | +304.7% |
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