+107.2%
FAST vs ALM
+951.0%
-843.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -0.4% | -2.6% | +2.2% | -0.3% |
| 30D | -0.8% | +32.0% | -32.8% | -1.2% |
| 3M | +5.8% | -15.0% | +20.8% | +5.9% |
| 6M | +8.0% | -10.1% | +18.1% | +7.8% |
| YTD | +25.6% | +99.4% | -73.8% | +23.9% |
| 1Y | +0.8% | +316.4% | -315.5% | -1.7% |
| 3Y | +86.1% | +2,022.0% | -1,935.9% | +76.5% |
| All | +107.2% | +951.0% | -843.8% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling