+11,477.5%
AMD vs FAST
+71,032.6%
-59,555.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.4% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | -0.9% | -0.8% | -0.1% | -0.7% |
| 3M | -8.7% | +5.8% | -14.5% | -11.5% |
| 6M | +136.3% | +8.0% | +128.4% | +126.4% |
| YTD | +123.0% | +25.6% | +97.4% | +98.5% |
| 1Y | +195.2% | +0.8% | +194.4% | +189.1% |
| 3Y | +336.3% | +86.1% | +250.2% | +223.3% |
| 5Y | +334.5% | +100.2% | +234.3% | +216.3% |
| 10Y | +6,259.1% | +494.2% | +5,764.9% | +2,800.8% |
| All | +11,477.5% | +71,032.6% | -59,555.1% | +1,215.9% |
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 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