+261.9%
AMD vs FAST
+91.5%
+170.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.0% |
| 7D | -28.6% | +0.7% | -29.3% | -28.8% |
| 30D | -37.7% | +4.6% | -42.4% | -39.0% |
| 3M | -16.1% | +6.4% | -22.5% | -18.6% |
| 6M | +13.8% | +20.6% | -6.8% | +3.5% |
| YTD | +88.8% | +34.7% | +54.2% | +58.1% |
| 1Y | +57.8% | +29.7% | +28.1% | +35.0% |
| All | +261.9% | +91.5% | +170.4% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling