+560.7%
AMZN vs FAST
+586.8%
-26.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +7.9% | +2.1% | +5.8% | +7.0% |
| 30D | -0.2% | +6.9% | -7.1% | -3.2% |
| 3M | -4.8% | +4.8% | -9.6% | -6.9% |
| 6M | -5.7% | +19.8% | -25.5% | -13.3% |
| YTD | +12.3% | +34.9% | -22.6% | -2.8% |
| 1Y | +6.7% | +32.8% | -26.1% | -7.1% |
| 3Y | +85.6% | +93.7% | -8.2% | +33.1% |
| 5Y | +47.4% | +105.3% | -57.9% | +2.1% |
| All | +560.7% | +586.8% | -26.1% | +252.1% |
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