+491.5%
FAST vs ALM
+7,705.7%
-7,214.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | -0.8% | +32.0% | -32.8% | -0.8% |
| 3M | +5.8% | -15.0% | +20.8% | +5.8% |
| 6M | +8.0% | -10.1% | +18.1% | +8.0% |
| YTD | +25.6% | +99.4% | -73.8% | +25.4% |
| 1Y | +0.8% | +316.4% | -315.5% | +0.5% |
| 3Y | +86.1% | +2,022.0% | -1,935.9% | +84.7% |
| 5Y | +100.2% | +941.2% | -841.0% | +98.9% |
| 10Y | +494.2% | +2,950.3% | -2,456.2% | +487.9% |
| All | +491.5% | +7,705.7% | -7,214.2% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling