+60,958.4%
AMGN vs FAST
+71,032.6%
-10,074.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 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% | +25.5% |
| 6M | +16.8% | +8.0% | +8.8% | +14.4% |
| YTD | +36.3% | +25.6% | +10.7% | +28.6% |
| 1Y | +60.4% | +0.8% | +59.6% | +59.2% |
| 3Y | +86.3% | +86.1% | +0.2% | +58.2% |
| 5Y | +125.7% | +100.2% | +25.5% | +85.9% |
| 10Y | +247.0% | +494.2% | -247.2% | +117.1% |
| All | +60,958.4% | +71,032.6% | -10,074.2% | +13,782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling