+2,666.7%
FAST vs ALNY
+2,468.0%
+198.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +8.6% | -30.0% | +38.6% | +12.7% |
| 3M | +6.9% | -30.1% | +37.0% | +10.6% |
| 6M | +29.6% | -46.4% | +75.9% | +37.6% |
| YTD | +41.4% | -60.6% | +102.0% | +55.6% |
| 1Y | +38.5% | -65.4% | +103.9% | +54.8% |
| 3Y | +98.7% | -3.2% | +102.0% | +89.4% |
| 5Y | +108.0% | -8.3% | +116.4% | +93.5% |
| 10Y | +549.3% | +236.6% | +312.7% | +369.0% |
| All | +2,666.7% | +2,468.0% | +198.7% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling