+93.4%
FAST vs ALB
-17.6%
+111.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.8% |
| 7D | +0.7% | +5.5% | -4.8% | +0.3% |
| 30D | +4.6% | -7.5% | +12.1% | +5.2% |
| 3M | +6.4% | -16.9% | +23.3% | +7.6% |
| 6M | +20.6% | -49.2% | +69.8% | +26.3% |
| YTD | +34.7% | -29.9% | +64.5% | +36.3% |
| 1Y | +29.7% | +8.2% | +21.5% | +26.0% |
| All | +93.4% | -17.6% | +111.0% | +80.0% |
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