+574.9%
FAST vs AMBA
+837.3%
-262.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | -0.4% | -11.0% | +10.6% | +1.0% |
| 30D | -0.8% | -23.2% | +22.4% | +2.3% |
| 3M | +5.8% | -12.7% | +18.5% | +5.9% |
| 6M | +8.0% | +11.2% | -3.2% | +4.0% |
| YTD | +25.6% | -11.2% | +36.9% | +23.9% |
| 1Y | +0.8% | -22.5% | +23.4% | +0.1% |
| 3Y | +86.1% | -1.3% | +87.4% | +72.2% |
| 5Y | +100.2% | -54.2% | +154.4% | +93.2% |
| 10Y | +494.2% | -6.1% | +500.3% | +380.1% |
| All | +574.9% | +837.3% | -262.3% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling