+73.9%
IBM vs FAST
+86.1%
-12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +0.3% | -0.8% | +1.1% | +0.4% |
| 3M | -21.6% | +5.8% | -27.4% | -22.7% |
| 6M | -4.7% | +8.0% | -12.7% | -6.9% |
| YTD | -19.1% | +25.6% | -44.7% | -24.3% |
| 1Y | -2.5% | +0.8% | -3.3% | -3.0% |
| All | +73.9% | +86.1% | -12.2% | +52.2% |
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