+2,357.9%
FAST vs ALNY
+4,262.5%
-1,904.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | -0.4% | +12.2% | -12.6% | -1.9% |
| 30D | -0.8% | +16.3% | -17.1% | -2.8% |
| 3M | +5.8% | -12.4% | +18.1% | +6.6% |
| 6M | +8.0% | -18.7% | +26.7% | +9.6% |
| YTD | +25.6% | -33.1% | +58.7% | +30.6% |
| 1Y | +0.8% | -41.3% | +42.1% | +6.2% |
| 3Y | +86.1% | +32.3% | +53.8% | +72.0% |
| 5Y | +100.2% | +34.8% | +65.4% | +78.5% |
| 10Y | +494.2% | +284.7% | +209.5% | +313.9% |
| All | +2,357.9% | +4,262.5% | -1,904.6% | +1,025.1% |
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