+537.5%
FAST vs ALM
+1,942.8%
-1,405.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | +5.0% | -4.0% | +9.0% | +5.0% |
| 30D | +8.6% | -30.5% | +39.1% | +8.9% |
| 3M | +6.9% | -46.9% | +53.8% | +7.4% |
| 6M | +29.6% | -65.5% | +95.1% | +30.6% |
| YTD | +41.4% | -13.4% | +54.8% | +41.2% |
| 1Y | +38.5% | +9.8% | +28.7% | +38.1% |
| 3Y | +98.7% | +783.1% | -684.4% | +94.6% |
| 5Y | +108.0% | +378.3% | -270.3% | +104.0% |
| All | +537.5% | +1,942.8% | -1,405.4% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling