+151.7%
GOOGL vs FAST
+86.1%
+65.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -6.6% | -0.8% | -5.8% | -6.5% |
| 3M | -8.9% | +5.8% | -14.7% | -10.3% |
| 6M | +11.9% | +8.0% | +3.9% | +9.4% |
| YTD | +8.3% | +25.6% | -17.3% | +1.9% |
| 1Y | +46.2% | +0.8% | +45.4% | +45.4% |
| All | +151.7% | +86.1% | +65.6% | +112.1% |
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