+489.3%
FAST vs ALLE
+260.9%
+228.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.3% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -6.8% | +6.0% | +2.7% |
| 3M | +5.8% | +21.0% | -15.3% | -4.4% |
| 6M | +8.0% | +1.1% | +6.9% | +6.5% |
| YTD | +25.6% | -0.5% | +26.2% | +24.6% |
| 1Y | +0.8% | -7.3% | +8.1% | +3.3% |
| 3Y | +86.1% | +42.3% | +43.8% | +50.8% |
| 5Y | +100.2% | +13.5% | +86.7% | +78.3% |
| 10Y | +494.2% | +144.0% | +350.1% | +255.3% |
| All | +489.3% | +260.9% | +228.4% | +195.7% |
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