+15,924.6%
FAST vs ALB
+2,194.2%
+13,730.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.6% |
| 7D | +0.7% | +5.5% | -4.8% | -0.9% |
| 30D | +4.6% | -7.5% | +12.1% | +6.6% |
| 3M | +6.4% | -16.9% | +23.3% | +11.0% |
| 6M | +20.6% | -49.2% | +69.8% | +43.1% |
| YTD | +34.7% | -29.9% | +64.5% | +42.0% |
| 1Y | +29.7% | +8.2% | +21.5% | +19.5% |
| 3Y | +89.9% | -19.4% | +109.3% | +69.8% |
| 5Y | +105.0% | -61.6% | +166.6% | +116.7% |
| 10Y | +594.2% | +34.6% | +559.6% | +316.6% |
| All | +15,924.6% | +2,194.2% | +13,730.4% | +3,808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling