+74,290.4%
FAST vs COO
+5,456.7%
+68,833.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.7% | +5.3% | -4.6% | +0.2% |
| 30D | +4.6% | +12.5% | -7.9% | +3.5% |
| 3M | +6.4% | -15.1% | +21.5% | +7.7% |
| 6M | +20.6% | +3.7% | +16.9% | +19.9% |
| YTD | +34.7% | -22.5% | +57.2% | +37.5% |
| 1Y | +29.7% | -7.8% | +37.5% | +30.2% |
| 3Y | +89.9% | -24.1% | +114.0% | +93.0% |
| 5Y | +105.0% | -40.1% | +145.1% | +112.0% |
| 10Y | +594.2% | +44.7% | +549.5% | +569.2% |
| All | +74,290.4% | +5,456.7% | +68,833.7% | +60,814.4% |
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