+575.3%
FAST vs ALM
+2,022.9%
-1,447.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.2% |
| 7D | +2.1% | -6.7% | +8.7% | +2.1% |
| 30D | +6.9% | -32.9% | +39.8% | +7.2% |
| 3M | +4.8% | -39.5% | +44.3% | +5.2% |
| 6M | +19.8% | -62.0% | +81.8% | +20.6% |
| YTD | +34.9% | -7.8% | +42.7% | +34.6% |
| 1Y | +32.8% | +26.7% | +6.1% | +32.2% |
| 3Y | +93.7% | +825.4% | -731.6% | +89.3% |
| 5Y | +105.3% | +401.2% | -295.9% | +100.9% |
| All | +575.3% | +2,022.9% | -1,447.6% | +553.8% |
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