+96,674.4%
AMAT vs FAST
+76,149.7%
+20,524.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.3% |
| 7D | -24.3% | +0.7% | -25.0% | -24.5% |
| 30D | -39.8% | +4.6% | -44.4% | -41.0% |
| 3M | -40.2% | +6.4% | -46.5% | -41.8% |
| 6M | -22.1% | +20.6% | -42.7% | -28.5% |
| YTD | +24.7% | +34.7% | -10.0% | +8.6% |
| 1Y | +33.3% | +29.7% | +3.6% | +18.0% |
| 3Y | +133.9% | +89.9% | +43.9% | +73.0% |
| 5Y | +117.1% | +105.0% | +12.1% | +56.6% |
| 10Y | +1,158.7% | +594.2% | +564.5% | +452.2% |
| All | +96,674.4% | +76,149.7% | +20,524.7% | +7,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling