+4.7%
FAST vs OMC
+5.6%
-0.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +1.3% | -5.8% | +7.1% | +1.9% |
| 30D | -4.7% | -4.8% | +0.1% | -4.3% |
| 3M | +7.9% | +9.2% | -1.3% | +7.3% |
| 6M | +7.4% | -2.5% | +9.9% | +7.6% |
| YTD | +25.1% | +2.6% | +22.5% | +24.8% |
| 1Y | +4.7% | +5.9% | -1.3% | +3.9% |
| All | +4.7% | +5.6% | -0.9% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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