+137,736.4%
AMAT vs FAST
+71,032.6%
+66,703.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -14.8% | -0.8% | -14.0% | -14.5% |
| 3M | -9.3% | +5.8% | -15.0% | -11.7% |
| 6M | +27.4% | +8.0% | +19.4% | +22.8% |
| YTD | +77.6% | +25.6% | +51.9% | +59.6% |
| 1Y | +188.9% | +0.8% | +188.1% | +184.0% |
| 3Y | +202.3% | +86.1% | +116.2% | +125.7% |
| 5Y | +248.9% | +100.2% | +148.7% | +154.9% |
| 10Y | +1,585.2% | +494.2% | +1,091.0% | +688.8% |
| All | +137,736.4% | +71,032.6% | +66,703.8% | +10,612.6% |
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