+124.3%
GOOGL vs FAST
+98.9%
+25.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | -16.8% | +8.3% | -25.1% | -18.2% |
| 3M | -14.6% | +6.5% | -21.1% | -15.7% |
| 6M | -24.4% | +29.5% | -53.9% | -28.8% |
| YTD | -6.1% | +41.3% | -47.3% | -13.8% |
| 1Y | +1.0% | +37.4% | -36.4% | -6.7% |
| All | +124.3% | +98.9% | +25.4% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling