+105.0%
FAST vs ALC
-8.7%
+113.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.7% | +7.6% | -7.0% | -1.5% |
| 30D | +4.6% | +21.1% | -16.5% | -1.1% |
| 3M | +6.4% | +8.5% | -2.1% | +3.7% |
| 6M | +20.6% | +2.8% | +17.8% | +18.8% |
| YTD | +34.7% | -2.4% | +37.1% | +34.4% |
| 1Y | +29.7% | +3.5% | +26.2% | +26.9% |
| 3Y | +89.9% | +4.2% | +85.7% | +81.2% |
| 5Y | +105.0% | -9.0% | +113.9% | +100.1% |
| All | +105.0% | -8.7% | +113.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling