+34.8%
FAST vs ALB
-1.1%
+36.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | +9.5% | -5.6% | +3.7% |
| 30D | +8.1% | -2.1% | +10.2% | +8.1% |
| 3M | +5.8% | -24.1% | +29.9% | +6.3% |
| 6M | +24.9% | -51.0% | +75.9% | +26.5% |
| YTD | +38.9% | -29.3% | +68.2% | +38.8% |
| All | +34.8% | -1.1% | +36.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling