+475.4%
FAST vs AMC
-98.1%
+573.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.6% | +0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | -0.8% | -0.7% | 0.0% | -0.8% |
| 3M | +5.8% | +35.2% | -29.5% | +4.6% |
| 6M | +8.0% | +124.6% | -116.6% | +5.1% |
| YTD | +25.6% | +69.9% | -44.2% | +23.1% |
| 1Y | +0.8% | -2.6% | +3.4% | 0.0% |
| 3Y | +86.1% | -79.8% | +165.9% | +88.3% |
| 5Y | +100.2% | -99.4% | +199.6% | +113.0% |
| 10Y | +494.2% | -98.9% | +593.1% | +529.7% |
| All | +475.4% | -98.1% | +573.5% | +425.0% |
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