+98.1%
FAST vs ALC
+2.4%
+95.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +3.8% | +2.1% | +1.8% | +3.3% |
| 30D | +8.1% | +17.2% | -9.1% | +4.0% |
| 3M | +5.8% | +4.6% | +1.2% | +4.6% |
| 6M | +24.9% | +20.1% | +4.7% | +19.2% |
| YTD | +38.9% | -4.2% | +43.1% | +39.2% |
| 1Y | +36.5% | +2.1% | +34.4% | +34.5% |
| 3Y | +98.1% | +4.5% | +93.7% | +93.0% |
| All | +98.1% | +2.4% | +95.8% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling