+610.2%
FAST vs AMCR
+105.2%
+505.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +2.1% | -5.3% | +7.4% | +3.6% |
| 30D | +6.9% | +8.7% | -1.9% | +4.2% |
| 3M | +4.8% | -3.3% | +8.1% | +5.6% |
| 6M | +19.8% | +15.1% | +4.7% | +14.5% |
| YTD | +34.9% | +12.4% | +22.5% | +29.2% |
| 1Y | +32.8% | +15.8% | +17.0% | +26.1% |
| 3Y | +93.7% | +16.7% | +77.0% | +81.9% |
| 5Y | +105.3% | -5.1% | +110.4% | +103.6% |
| 10Y | +595.4% | +21.5% | +573.8% | +529.6% |
| All | +610.2% | +105.2% | +505.0% | +509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling