+93.7%
FAST vs ALB
-16.8%
+110.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.1% | +9.1% | -7.0% | +1.5% |
| 30D | +6.9% | -3.4% | +10.3% | +7.1% |
| 3M | +4.8% | -20.6% | +25.4% | +6.4% |
| 6M | +19.8% | -48.2% | +67.9% | +25.3% |
| YTD | +34.9% | -29.2% | +64.1% | +36.5% |
| 1Y | +32.8% | +10.0% | +22.8% | +28.8% |
| 3Y | +93.7% | -12.9% | +106.7% | +80.2% |
| All | +93.7% | -16.8% | +110.6% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling