+111,876.4%
AMAT vs FAST
+76,596.6%
+35,279.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.0% |
| 7D | -11.2% | +3.4% | -14.6% | -12.5% |
| 30D | -31.9% | +5.5% | -37.4% | -33.5% |
| 3M | -32.3% | +7.6% | -39.9% | -34.6% |
| 6M | -5.4% | +19.8% | -25.2% | -13.0% |
| YTD | +44.3% | +35.5% | +8.8% | +25.3% |
| 1Y | +61.4% | +31.6% | +29.7% | +41.9% |
| 3Y | +170.6% | +91.0% | +79.6% | +99.6% |
| 5Y | +156.4% | +105.1% | +51.3% | +84.9% |
| 10Y | +1,356.4% | +598.2% | +758.1% | +537.1% |
| All | +111,876.4% | +76,596.6% | +35,279.8% | +8,308.0% |
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 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