+531.7%
FAST vs ALLE
+331.3%
+200.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.8% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | +4.6% | +20.6% | -15.9% | -5.1% |
| 3M | +6.4% | +11.4% | -5.0% | +0.2% |
| 6M | +20.6% | +42.5% | -22.0% | 0.0% |
| YTD | +34.7% | +18.9% | +15.8% | +21.6% |
| 1Y | +29.7% | +14.2% | +15.5% | +19.4% |
| 3Y | +89.9% | +90.7% | -0.8% | +32.3% |
| 5Y | +105.0% | +52.5% | +52.5% | +56.9% |
| 10Y | +594.2% | +231.2% | +363.0% | +258.8% |
| All | +531.7% | +331.3% | +200.3% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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