+69,298.0%
FAST vs COO
+5,988.7%
+63,309.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.9% |
| 7D | -0.4% | -2.2% | +1.9% | -0.2% |
| 30D | -0.8% | -7.0% | +6.2% | -0.1% |
| 3M | +5.8% | +12.2% | -6.5% | +4.6% |
| 6M | +8.0% | -15.1% | +23.1% | +9.5% |
| YTD | +25.6% | -15.1% | +40.7% | +27.4% |
| 1Y | +0.8% | +2.3% | -1.5% | +0.4% |
| 3Y | +86.1% | -23.7% | +109.8% | +89.3% |
| 5Y | +100.2% | -38.9% | +139.1% | +106.9% |
| 10Y | +494.2% | +49.9% | +444.2% | +471.4% |
| All | +69,298.0% | +5,988.7% | +63,309.3% | +56,363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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