+337.5%
AMD vs FAST
+100.5%
+237.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.2% |
| 7D | +2.6% | -0.4% | +2.9% | +2.8% |
| 30D | -0.9% | -0.8% | -0.1% | -0.7% |
| 3M | -8.7% | +5.8% | -14.5% | -13.1% |
| 6M | +136.3% | +8.0% | +128.4% | +119.7% |
| YTD | +123.0% | +25.6% | +97.4% | +81.7% |
| 1Y | +195.2% | +0.8% | +194.4% | +186.1% |
| 3Y | +336.3% | +86.1% | +250.2% | +134.9% |
| All | +337.5% | +100.5% | +237.0% | +110.0% |
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 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