+47.7%
AMGN vs FAST
+36.2%
+11.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.1% |
| 3M | +13.9% | +5.8% | +8.1% | +11.7% |
| 6M | +42.1% | +24.9% | +17.3% | +31.3% |
| YTD | +45.0% | +38.9% | +6.1% | +31.1% |
| All | +47.7% | +36.2% | +11.5% | +35.5% |
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