+328.1%
AMGN vs FAST
+606.6%
-278.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | 0.0% |
| 7D | 0.0% | +3.8% | -3.9% | -1.3% |
| 30D | +12.1% | +8.1% | +4.1% | +9.2% |
| 3M | +13.9% | +5.8% | +8.1% | +11.6% |
| 6M | +42.1% | +24.9% | +17.3% | +31.6% |
| YTD | +45.0% | +38.9% | +6.1% | +29.1% |
| 1Y | +49.3% | +36.5% | +12.9% | +33.7% |
| 3Y | +92.8% | +98.1% | -5.4% | +49.4% |
| 5Y | +156.7% | +109.3% | +47.4% | +91.4% |
| 10Y | +328.1% | +547.9% | -219.8% | +114.9% |
| All | +328.1% | +606.6% | -278.5% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling