+105.3%
FAST vs ALB
-64.0%
+169.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.5% |
| 7D | +4.2% | -5.8% | +9.9% | +4.8% |
| 30D | +6.7% | -4.5% | +11.2% | +7.1% |
| 3M | +8.0% | -28.1% | +36.1% | +11.9% |
| 6M | +27.4% | -53.2% | +80.6% | +38.4% |
| YTD | +40.5% | -33.3% | +73.8% | +44.3% |
| 1Y | +38.4% | -17.4% | +55.8% | +37.8% |
| 3Y | +98.7% | -14.1% | +112.8% | +84.8% |
| All | +105.3% | -64.0% | +169.3% | +120.7% |
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