+520.4%
FAST vs AMC
-97.4%
+617.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.3% | -5.6% | +1.5% |
| 7D | +3.4% | +17.7% | -14.3% | +3.0% |
| 30D | +5.5% | +26.2% | -20.7% | +4.9% |
| 3M | +7.6% | +31.3% | -23.8% | +6.7% |
| 6M | +19.8% | +142.8% | -122.9% | +16.5% |
| YTD | +35.5% | +125.6% | -90.2% | +31.7% |
| 1Y | +31.6% | +40.2% | -8.6% | +29.4% |
| 3Y | +91.0% | -67.2% | +158.2% | +91.6% |
| 5Y | +105.1% | -99.1% | +204.2% | +116.3% |
| 10Y | +598.2% | -98.5% | +696.8% | +638.0% |
| All | +520.4% | -97.4% | +617.9% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling