+109.3%
FAST vs ALB
-62.4%
+171.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | +9.5% | -5.6% | +2.8% |
| 30D | +8.1% | -2.1% | +10.2% | +8.2% |
| 3M | +5.8% | -24.1% | +29.9% | +8.9% |
| 6M | +24.9% | -51.0% | +75.9% | +34.9% |
| YTD | +38.9% | -29.3% | +68.2% | +41.7% |
| 1Y | +36.5% | +3.2% | +33.3% | +32.0% |
| 3Y | +98.1% | -9.3% | +107.5% | +83.2% |
| 5Y | +109.3% | -61.6% | +170.9% | +123.8% |
| All | +109.3% | -62.4% | +171.7% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling