+566.9%
FAST vs ALLY
+101.5%
+465.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +4.6% | +4.2% | +0.5% | +3.5% |
| 3M | +6.4% | -12.4% | +18.8% | +9.9% |
| 6M | +20.6% | -8.7% | +29.3% | +22.9% |
| YTD | +34.7% | -11.6% | +46.3% | +38.0% |
| 1Y | +29.7% | +0.2% | +29.5% | +28.5% |
| 3Y | +89.9% | +57.1% | +32.8% | +62.4% |
| 5Y | +105.0% | -6.8% | +111.8% | +94.3% |
| 10Y | +594.2% | +200.4% | +393.8% | +343.2% |
| All | +566.9% | +101.5% | +465.4% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling