+21,784.4%
FAST vs ALL
+3,667.9%
+18,116.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -1.5% | +0.7% | -0.4% |
| 3M | +5.8% | +23.6% | -17.9% | -3.5% |
| 6M | +8.0% | +22.3% | -14.4% | -1.3% |
| YTD | +25.6% | +26.5% | -0.9% | +12.9% |
| 1Y | +0.8% | +27.0% | -26.2% | -9.8% |
| 3Y | +86.1% | +149.6% | -63.5% | +23.6% |
| 5Y | +100.2% | +118.1% | -17.9% | +36.9% |
| 10Y | +494.2% | +369.0% | +125.2% | +190.0% |
| All | +21,784.4% | +3,667.9% | +18,116.6% | +4,577.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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