+93.7%
FAST vs OMC
+23.9%
+69.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | +6.3% | -4.2% | +0.6% |
| 30D | +6.9% | +15.4% | -8.5% | +3.2% |
| 3M | +4.8% | +5.8% | -0.9% | +3.2% |
| 6M | +19.8% | +14.7% | +5.1% | +15.3% |
| YTD | +34.9% | +10.3% | +24.6% | +30.8% |
| 1Y | +32.8% | +23.2% | +9.5% | +23.6% |
| 3Y | +93.7% | +24.6% | +69.1% | +76.9% |
| All | +93.7% | +23.9% | +69.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling