+499.9%
FAST vs ALB
+75.7%
+424.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.6% |
| 7D | -0.4% | -8.1% | +7.7% | +1.1% |
| 30D | -0.8% | +6.3% | -7.0% | -2.1% |
| 3M | +5.8% | -23.6% | +29.3% | +10.4% |
| 6M | +8.0% | -24.6% | +32.6% | +11.9% |
| YTD | +25.6% | -10.3% | +35.9% | +24.7% |
| 1Y | +0.8% | +61.5% | -60.7% | -12.6% |
| 3Y | +86.1% | -34.0% | +120.1% | +85.3% |
| 5Y | +100.2% | -44.6% | +144.8% | +97.7% |
| All | +499.9% | +75.7% | +424.1% | +255.6% |
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