+537.5%
FAST vs ALNY
+228.5%
+309.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +8.6% | -30.0% | +38.6% | +11.7% |
| 3M | +6.9% | -30.1% | +37.0% | +9.7% |
| 6M | +29.6% | -46.4% | +75.9% | +35.8% |
| YTD | +41.4% | -60.6% | +102.0% | +52.5% |
| 1Y | +38.5% | -65.4% | +103.9% | +51.3% |
| 3Y | +98.7% | -3.2% | +102.0% | +90.7% |
| 5Y | +108.0% | -8.3% | +116.4% | +96.1% |
| All | +537.5% | +228.5% | +309.0% | +437.9% |
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