+31.6%
FAST vs AS
+3.3%
+28.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.0% |
| 7D | +3.4% | +13.8% | -10.4% | +1.8% |
| 30D | +5.5% | +16.7% | -11.2% | +3.4% |
| 3M | +7.6% | -11.5% | +19.1% | +9.2% |
| 6M | +19.8% | -5.5% | +25.3% | +20.2% |
| YTD | +35.5% | -14.2% | +49.6% | +35.9% |
| 1Y | +31.6% | +2.1% | +29.5% | +31.2% |
| All | +31.6% | +3.3% | +28.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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