+93.4%
FAST vs ALM
+806.0%
-712.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.4% |
| 7D | +0.7% | -14.5% | +15.2% | +0.9% |
| 30D | +4.6% | -39.0% | +43.7% | +5.5% |
| 3M | +6.4% | -40.3% | +46.6% | +7.1% |
| 6M | +20.6% | -60.3% | +80.9% | +22.2% |
| YTD | +34.7% | -9.8% | +44.4% | +33.9% |
| 1Y | +29.7% | +30.8% | -1.1% | +28.2% |
| All | +93.4% | +806.0% | -712.6% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling