+528.7%
FAST vs ALNY
+260.0%
+268.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -0.6% | -6.5% | +6.0% | 0.0% |
| 30D | -5.6% | +11.0% | -16.6% | -6.6% |
| 3M | +6.9% | -14.1% | +21.0% | +7.7% |
| 6M | +7.0% | -22.4% | +29.4% | +8.7% |
| YTD | +24.9% | -37.5% | +62.4% | +29.3% |
| 1Y | +6.5% | -46.9% | +53.4% | +11.7% |
| 3Y | +94.1% | +22.1% | +72.1% | +84.8% |
| 5Y | +107.7% | +31.2% | +76.5% | +92.0% |
| All | +528.7% | +260.0% | +268.7% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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