+61.4%
AMAT vs FAST
+32.0%
+29.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.9% |
| 7D | -11.2% | +3.4% | -14.6% | -12.3% |
| 30D | -31.9% | +5.5% | -37.4% | -33.2% |
| 3M | -32.3% | +7.6% | -39.9% | -34.2% |
| 6M | -5.4% | +19.8% | -25.2% | -11.9% |
| YTD | +44.3% | +35.5% | +8.8% | +22.9% |
| 1Y | +61.4% | +31.6% | +29.7% | +40.5% |
| All | +61.4% | +32.0% | +29.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling