+1,587.5%
AMAT vs FAST
+492.5%
+1,094.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -14.8% | -0.8% | -14.0% | -14.4% |
| 3M | -9.3% | +5.8% | -15.0% | -12.9% |
| 6M | +27.4% | +8.0% | +19.4% | +20.3% |
| YTD | +77.6% | +25.6% | +51.9% | +50.5% |
| 1Y | +188.9% | +0.8% | +188.1% | +180.8% |
| 3Y | +202.3% | +86.1% | +116.2% | +86.9% |
| 5Y | +248.9% | +100.2% | +148.7% | +105.1% |
| All | +1,587.5% | +492.5% | +1,094.9% | +491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling