+160.1%
AMGN vs FAST
+106.5%
+53.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +1.1% | +4.2% | -3.0% | 0.0% |
| 30D | +9.3% | +6.7% | +2.6% | +7.4% |
| 3M | +12.1% | +8.0% | +4.1% | +9.7% |
| 6M | +40.3% | +27.4% | +12.8% | +31.3% |
| YTD | +45.2% | +40.5% | +4.7% | +32.4% |
| 1Y | +42.4% | +38.4% | +4.1% | +30.4% |
| 3Y | +91.0% | +98.7% | -7.6% | +59.0% |
| All | +160.1% | +106.5% | +53.7% | +109.3% |
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 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