+524.1%
FAST vs AMCR
+16.8%
+507.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | +1.8% | -6.3% | +8.1% | +4.2% |
| 30D | -6.4% | -7.1% | +0.7% | -4.0% |
| 3M | +5.3% | +12.7% | -7.4% | +0.5% |
| 6M | +5.4% | +5.2% | +0.2% | +2.7% |
| YTD | +23.6% | +8.1% | +15.5% | +18.7% |
| 1Y | +4.1% | +11.7% | -7.7% | -1.5% |
| 3Y | +92.4% | +9.9% | +82.5% | +80.1% |
| 5Y | +106.1% | -8.7% | +114.7% | +106.6% |
| 10Y | +524.1% | +16.8% | +507.3% | +446.1% |
| All | +524.1% | +16.8% | +507.3% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling