+574.2%
FAST vs AMBA
-6.6%
+580.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.9% | +0.6% |
| 7D | +0.7% | -14.6% | +15.2% | +2.6% |
| 30D | +4.6% | -18.8% | +23.4% | +7.2% |
| 3M | +6.4% | -32.6% | +39.0% | +11.3% |
| 6M | +20.6% | -25.8% | +46.4% | +21.9% |
| YTD | +34.7% | -22.1% | +56.8% | +34.1% |
| 1Y | +29.7% | -36.2% | +65.9% | +32.1% |
| 3Y | +89.9% | +10.0% | +79.9% | +68.9% |
| 5Y | +105.0% | -71.6% | +176.5% | +110.9% |
| All | +574.2% | -6.6% | +580.8% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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