+522.2%
FAST vs ALLY
+124.8%
+397.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | +3.7% | -4.0% | -1.3% |
| 30D | -0.8% | -2.3% | +1.5% | -0.2% |
| 3M | +5.8% | +3.8% | +1.9% | +4.5% |
| 6M | +8.0% | +9.7% | -1.7% | +4.9% |
| YTD | +25.6% | -1.4% | +27.0% | +25.3% |
| 1Y | +0.8% | +8.2% | -7.4% | -2.2% |
| 3Y | +86.1% | +66.5% | +19.6% | +56.6% |
| 5Y | +100.2% | +1.2% | +99.0% | +85.6% |
| 10Y | +494.2% | +191.4% | +302.7% | +283.3% |
| All | +522.2% | +124.8% | +397.3% | +309.7% |
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