+35.5%
FAST vs ALM
+12.3%
+23.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.7% |
| 7D | +4.8% | -6.3% | +11.1% | +4.9% |
| 30D | +8.6% | -31.4% | +40.0% | +9.4% |
| 3M | +5.7% | -40.6% | +46.3% | +6.6% |
| 6M | +25.5% | -58.6% | +84.1% | +27.7% |
| YTD | +39.6% | -7.6% | +47.2% | +35.8% |
| 1Y | +35.5% | +13.8% | +21.6% | +30.9% |
| All | +35.5% | +12.3% | +23.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling