+1,672.3%
FAST vs CAPR
-99.1%
+1,771.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | -0.8% | +139.2% | -140.0% | -1.7% |
| 3M | +5.8% | -66.4% | +72.1% | +6.1% |
| 6M | +8.0% | -63.1% | +71.1% | +8.2% |
| YTD | +25.6% | -67.4% | +93.1% | +26.0% |
| 1Y | +0.8% | +58.2% | -57.4% | -2.7% |
| 3Y | +86.1% | +42.2% | +43.9% | +77.7% |
| 5Y | +100.2% | +87.3% | +13.0% | +89.7% |
| 10Y | +494.2% | -75.3% | +569.4% | +448.6% |
| All | +1,672.3% | -99.1% | +1,771.4% | +1,502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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