+6,351.7%
AMD vs FAST
+586.8%
+5,764.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.9% | +10.9% |
| 7D | -11.0% | +2.1% | -13.1% | -12.2% |
| 30D | -30.5% | +6.9% | -37.4% | -33.5% |
| 3M | -8.2% | +4.8% | -13.1% | -11.4% |
| 6M | +6.6% | +19.8% | -13.2% | -6.2% |
| YTD | +109.7% | +34.9% | +74.8% | +67.7% |
| 1Y | +88.9% | +32.8% | +56.1% | +52.4% |
| 3Y | +301.8% | +93.7% | +208.1% | +144.9% |
| 5Y | +229.4% | +105.3% | +124.0% | +93.1% |
| All | +6,351.7% | +586.8% | +5,764.9% | +3,016.4% |
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