+2,544.4%
IBM vs FAST
+76,149.7%
-73,605.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +5.5% | +6.4% | -0.9% | +3.8% |
| 6M | +9.5% | +20.6% | -11.1% | +4.4% |
| YTD | -14.9% | +34.7% | -49.5% | -21.3% |
| 1Y | -17.4% | +29.7% | -47.0% | -22.9% |
| 3Y | +83.3% | +89.9% | -6.7% | +54.2% |
| 5Y | +142.1% | +105.0% | +37.1% | +97.9% |
| 10Y | +157.2% | +594.2% | -437.0% | +55.0% |
| All | +2,544.4% | +76,149.7% | -73,605.4% | +649.4% |
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