+44.2%
AMGN vs FAST
+4.9%
+39.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.6% | -9.9% |
| 7D | -10.3% | +1.3% | -11.6% | -10.6% |
| 30D | -3.8% | -4.7% | +1.0% | -2.3% |
| 3M | +14.4% | +7.9% | +6.4% | +11.9% |
| 6M | +7.8% | +7.4% | +0.4% | +5.2% |
| YTD | +22.6% | +25.1% | -2.5% | +18.1% |
| 1Y | +44.2% | +4.7% | +39.5% | +34.3% |
| All | +44.2% | +4.9% | +39.3% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling