+0.8%
FAST vs AS
-21.9%
+22.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.3% |
| 7D | -0.4% | -4.9% | +4.5% | +0.3% |
| 30D | -0.8% | -19.6% | +18.8% | +2.2% |
| 3M | +5.8% | -14.4% | +20.1% | +7.7% |
| 6M | +8.0% | -20.1% | +28.1% | +9.8% |
| YTD | +25.6% | -20.9% | +46.6% | +27.8% |
| 1Y | +0.8% | -21.9% | +22.7% | +4.6% |
| All | +0.8% | -21.9% | +22.7% | +4.6% |
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