+736.0%
PLTR vs FAST
+91.5%
+644.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.6% | -9.1% | -9.5% |
| 7D | -21.1% | +0.7% | -21.8% | -21.3% |
| 30D | -19.3% | +4.6% | -23.9% | -20.8% |
| 3M | -2.2% | +6.4% | -8.5% | -4.6% |
| 6M | +14.0% | +20.6% | -6.6% | +6.0% |
| YTD | -12.8% | +34.7% | -47.5% | -25.2% |
| 1Y | -17.5% | +29.7% | -47.2% | -27.6% |
| All | +736.0% | +91.5% | +644.5% | +512.3% |
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