+4.4%
FAST vs ALNY
-48.3%
+52.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.7% |
| 7D | -0.4% | -6.4% | +6.0% | 0.0% |
| 30D | -6.4% | +11.9% | -18.3% | -7.4% |
| 3M | +7.1% | -15.0% | +22.1% | +7.8% |
| 6M | +7.0% | -23.2% | +30.2% | +8.1% |
| YTD | +24.1% | -37.8% | +61.9% | +23.5% |
| 1Y | +4.4% | -47.3% | +51.6% | +3.3% |
| All | +4.4% | -48.3% | +52.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling