+591.6%
AMZN vs FAST
+606.6%
-15.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +1.7% |
| 7D | +8.7% | +3.8% | +4.8% | +7.0% |
| 30D | +1.7% | +8.1% | -6.4% | -1.7% |
| 3M | -2.8% | +5.8% | -8.6% | -5.3% |
| 6M | -2.1% | +24.9% | -27.0% | -11.7% |
| YTD | +15.6% | +38.9% | -23.3% | -1.4% |
| 1Y | +9.2% | +36.5% | -27.3% | -6.2% |
| 3Y | +89.9% | +98.1% | -8.3% | +34.2% |
| 5Y | +49.3% | +109.3% | -60.0% | +1.9% |
| 10Y | +591.6% | +547.9% | +43.7% | +250.2% |
| All | +591.6% | +606.6% | -15.0% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling