+32.8%
FAST vs AS
+0.9%
+31.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.1% | +6.9% | -4.9% | +1.3% |
| 30D | +6.9% | +16.0% | -9.1% | +4.9% |
| 3M | +4.8% | -12.8% | +17.7% | +6.5% |
| 6M | +19.8% | -15.4% | +35.2% | +21.9% |
| YTD | +34.9% | -15.7% | +50.6% | +35.5% |
| 1Y | +32.8% | +6.1% | +26.7% | +35.4% |
| All | +32.8% | +0.9% | +31.9% | +35.4% |
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