+5,710.3%
AMD vs FAST
+585.7%
+5,124.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -16.9% |
| 7D | -28.6% | +0.7% | -29.3% | -28.8% |
| 30D | -37.7% | +4.6% | -42.4% | -39.7% |
| 3M | -16.1% | +6.4% | -22.5% | -19.8% |
| 6M | +13.8% | +20.6% | -6.8% | -0.1% |
| YTD | +88.8% | +34.7% | +54.2% | +51.2% |
| 1Y | +57.8% | +29.7% | +28.1% | +29.4% |
| 3Y | +260.3% | +89.9% | +170.3% | +122.5% |
| 5Y | +196.6% | +105.0% | +91.7% | +74.0% |
| All | +5,710.3% | +585.7% | +5,124.7% | +2,709.3% |
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 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