+269.0%
FAST vs ALC
+24.0%
+244.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.5% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | +5.8% | +5.9% | -0.1% | +3.5% |
| 6M | +8.0% | -15.9% | +23.9% | +13.9% |
| YTD | +25.6% | -10.1% | +35.7% | +29.1% |
| 1Y | +0.8% | -10.2% | +11.0% | +3.3% |
| 3Y | +86.1% | -13.6% | +99.7% | +89.0% |
| 5Y | +100.2% | -15.1% | +115.3% | +100.9% |
| All | +269.0% | +24.0% | +244.9% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling