+314.9%
FAST vs ALC
+27.5%
+287.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.9% |
| 7D | +4.3% | -6.3% | +10.6% | +6.6% |
| 30D | +8.3% | +12.6% | -4.3% | +3.8% |
| 3M | +6.5% | -3.8% | +10.3% | +7.6% |
| 6M | +29.5% | +16.8% | +12.7% | +22.1% |
| YTD | +41.3% | -7.6% | +48.9% | +43.4% |
| 1Y | +37.4% | -5.9% | +43.3% | +38.4% |
| 3Y | +98.5% | +0.6% | +97.9% | +89.8% |
| 5Y | +111.1% | -9.5% | +120.6% | +106.5% |
| All | +314.9% | +27.5% | +287.4% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling