+627.7%
FAST vs AMBA
+807.9%
-180.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +3.4% | -8.1% | +11.5% | +4.4% |
| 30D | +5.5% | -10.8% | +16.3% | +6.7% |
| 3M | +7.6% | -25.9% | +33.5% | +10.9% |
| 6M | +19.8% | -13.9% | +33.7% | +19.0% |
| YTD | +35.5% | -14.0% | +49.5% | +33.6% |
| 1Y | +31.6% | -25.7% | +57.3% | +31.5% |
| 3Y | +91.0% | +21.5% | +69.6% | +71.5% |
| 5Y | +105.1% | -68.9% | +174.1% | +108.0% |
| 10Y | +598.2% | +5.2% | +593.0% | +457.2% |
| All | +627.7% | +807.9% | -180.2% | +331.5% |
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