+34.8%
FAST vs ALLY
+0.5%
+34.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.8% |
| 7D | +3.8% | -0.2% | +4.1% | +3.9% |
| 30D | +8.1% | +3.4% | +4.6% | +7.3% |
| 3M | +5.8% | -11.1% | +16.9% | +8.6% |
| 6M | +24.9% | -11.5% | +36.3% | +28.1% |
| YTD | +38.9% | -12.3% | +51.3% | +42.8% |
| All | +34.8% | +0.5% | +34.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling