+2,648.8%
FAST vs ALNY
+2,605.6%
+43.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.3% |
| 7D | +4.2% | +5.8% | -1.7% | +3.4% |
| 30D | +6.7% | -26.5% | +33.1% | +10.0% |
| 3M | +8.0% | -27.3% | +35.4% | +11.3% |
| 6M | +27.4% | -43.4% | +70.8% | +34.3% |
| YTD | +40.5% | -58.5% | +99.0% | +53.6% |
| 1Y | +38.4% | -63.6% | +102.0% | +53.7% |
| 3Y | +98.7% | 0.0% | +98.7% | +88.6% |
| 5Y | +106.7% | -3.4% | +110.1% | +91.0% |
| 10Y | +545.1% | +254.6% | +290.4% | +362.9% |
| All | +2,648.8% | +2,605.6% | +43.2% | +1,223.7% |
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