+11,408.7%
GOOG vs FAST
+2,272.1%
+9,136.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.4% | +4.8% | -2.4% | +0.5% |
| 30D | -18.1% | +8.6% | -26.7% | -20.9% |
| 3M | -19.9% | +5.7% | -25.6% | -21.9% |
| 6M | -28.2% | +25.5% | -53.6% | -34.8% |
| YTD | -9.0% | +39.6% | -48.6% | -21.5% |
| 1Y | -1.7% | +35.5% | -37.2% | -14.2% |
| 3Y | +114.5% | +96.2% | +18.3% | +57.7% |
| 5Y | +96.2% | +110.2% | -14.0% | +39.7% |
| 10Y | +654.4% | +531.8% | +122.5% | +239.7% |
| All | +11,408.7% | +2,272.1% | +9,136.7% | +2,703.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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