+91.0%
AMGN vs FAST
+97.8%
-6.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +1.1% | +4.2% | -3.0% | -0.1% |
| 30D | +9.3% | +6.7% | +2.6% | +7.1% |
| 3M | +12.1% | +8.0% | +4.1% | +9.4% |
| 6M | +40.3% | +27.4% | +12.8% | +30.1% |
| YTD | +45.2% | +40.5% | +4.7% | +30.7% |
| 1Y | +42.4% | +38.4% | +4.1% | +28.8% |
| 3Y | +91.0% | +98.7% | -7.6% | +59.0% |
| All | +91.0% | +97.8% | -6.8% | +59.0% |
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