+106.1%
FAST vs ALNY
+38.0%
+68.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.8% | -3.5% | +5.3% | +2.1% |
| 30D | -6.4% | +18.9% | -25.3% | -7.8% |
| 3M | +5.3% | -13.3% | +18.7% | +6.0% |
| 6M | +5.4% | -20.3% | +25.7% | +6.6% |
| YTD | +23.6% | -35.1% | +58.7% | +26.9% |
| 1Y | +4.1% | -46.5% | +50.6% | +8.4% |
| 3Y | +92.4% | +28.1% | +64.3% | +84.0% |
| 5Y | +106.1% | +36.1% | +70.0% | +91.0% |
| All | +106.1% | +38.0% | +68.1% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling