+130.8%
AMGN vs FAST
+100.5%
+30.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +7.8% | -0.8% | +8.6% | +8.0% |
| 3M | +27.3% | +5.8% | +21.5% | +25.3% |
| 6M | +16.8% | +8.0% | +8.8% | +14.2% |
| YTD | +36.3% | +25.6% | +10.7% | +28.3% |
| 1Y | +60.4% | +0.8% | +59.6% | +59.0% |
| 3Y | +86.3% | +86.1% | +0.2% | +58.8% |
| All | +130.8% | +100.5% | +30.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling