+255.5%
AMD vs FAST
+109.2%
+146.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.1% |
| 7D | -15.5% | +3.4% | -18.9% | -17.4% |
| 30D | -22.6% | +5.5% | -28.1% | -25.7% |
| 3M | -5.7% | +7.6% | -13.3% | -11.0% |
| 6M | +43.1% | +19.8% | +23.3% | +24.3% |
| YTD | +128.2% | +35.5% | +92.8% | +75.7% |
| 1Y | +95.5% | +31.6% | +63.9% | +53.8% |
| 3Y | +335.4% | +91.0% | +244.4% | +132.5% |
| 5Y | +255.5% | +105.1% | +150.4% | +63.6% |
| All | +255.5% | +109.2% | +146.3% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling