+142.1%
IBM vs FAST
+102.7%
+39.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.5% |
| 30D | +11.7% | +4.6% | +7.0% | +10.1% |
| 3M | +5.5% | +6.4% | -0.9% | +3.4% |
| 6M | +9.5% | +20.6% | -11.1% | +3.5% |
| YTD | -14.9% | +34.7% | -49.5% | -22.8% |
| 1Y | -17.4% | +29.7% | -47.0% | -24.2% |
| 3Y | +83.3% | +89.9% | -6.7% | +46.4% |
| 5Y | +142.1% | +105.0% | +37.1% | +76.8% |
| All | +142.1% | +102.7% | +39.4% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling