+107.2%
FAST vs AMBA
-54.5%
+161.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | -0.4% | -11.0% | +10.6% | +0.8% |
| 30D | -0.8% | -23.2% | +22.4% | +1.8% |
| 3M | +5.8% | -12.7% | +18.5% | +5.9% |
| 6M | +8.0% | +11.2% | -3.2% | +4.2% |
| YTD | +25.6% | -11.2% | +36.9% | +24.0% |
| 1Y | +0.8% | -22.5% | +23.4% | +0.1% |
| 3Y | +86.1% | -1.3% | +87.4% | +71.3% |
| All | +107.2% | -54.5% | +161.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling