+247.2%
AMAT vs FAST
+100.5%
+146.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +49.9% |
| 1Y | +188.9% | +0.8% | +188.1% | +182.0% |
| 3Y | +202.3% | +86.1% | +116.2% | +72.7% |
| All | +247.2% | +100.5% | +146.7% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling