+84.6%
AMGN vs FAST
+91.8%
-7.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | +11.5% | +6.9% | +4.6% | +9.2% |
| 3M | +14.4% | +4.8% | +9.6% | +12.6% |
| 6M | +40.9% | +19.8% | +21.1% | +33.2% |
| YTD | +43.5% | +34.9% | +8.6% | +30.8% |
| 1Y | +49.9% | +32.8% | +17.2% | +37.2% |
| 3Y | +84.6% | +93.7% | -9.1% | +52.5% |
| All | +84.6% | +91.8% | -7.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling