+1,111.0%
AMAT vs FAST
+585.7%
+525.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.2% |
| 7D | -24.3% | +0.7% | -25.0% | -24.6% |
| 30D | -39.8% | +4.6% | -44.4% | -41.6% |
| 3M | -40.2% | +6.4% | -46.5% | -42.7% |
| 6M | -22.1% | +20.6% | -42.7% | -31.6% |
| YTD | +24.7% | +34.7% | -10.0% | +0.7% |
| 1Y | +33.3% | +29.7% | +3.6% | +10.4% |
| 3Y | +133.9% | +89.9% | +43.9% | +43.0% |
| 5Y | +117.1% | +105.0% | +12.1% | +25.3% |
| All | +1,111.0% | +585.7% | +525.4% | +350.0% |
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