+11,749.2%
AMD vs FAST
+76,596.6%
-64,847.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -15.5% | +3.4% | -18.9% | -16.8% |
| 30D | -22.6% | +5.5% | -28.1% | -24.6% |
| 3M | -5.7% | +7.6% | -13.3% | -9.2% |
| 6M | +43.1% | +19.8% | +23.3% | +31.0% |
| YTD | +128.2% | +35.5% | +92.8% | +96.0% |
| 1Y | +95.5% | +31.6% | +63.9% | +69.9% |
| 3Y | +335.4% | +91.0% | +244.4% | +218.3% |
| 5Y | +255.5% | +105.1% | +150.4% | +155.2% |
| 10Y | +7,350.9% | +598.2% | +6,752.7% | +3,062.2% |
| All | +11,749.2% | +76,596.6% | -64,847.4% | +1,199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling