+37.4%
FAST vs ALC
-4.7%
+42.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.6% |
| 7D | +4.3% | -6.3% | +10.6% | +5.7% |
| 30D | +8.3% | +12.6% | -4.3% | +5.6% |
| 3M | +6.5% | -3.8% | +10.3% | +7.6% |
| 6M | +29.5% | +16.8% | +12.7% | +25.3% |
| YTD | +41.3% | -7.6% | +48.9% | +40.7% |
| 1Y | +37.4% | -5.9% | +43.3% | +35.7% |
| All | +37.4% | -4.7% | +42.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling