+29.7%
FAST vs AMC
+21.7%
+7.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.5% | +11.9% | -0.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +4.6% | +4.4% | +0.2% | +4.6% |
| 3M | +6.4% | +15.4% | -9.0% | +6.2% |
| 6M | +20.6% | +93.7% | -73.1% | +17.8% |
| YTD | +34.7% | +97.4% | -62.8% | +31.0% |
| 1Y | +29.7% | +23.2% | +6.5% | +30.1% |
| All | +29.7% | +21.7% | +7.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling