+561.4%
FAST vs AMCR
+100.2%
+461.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | -0.8% | -4.1% | +3.3% | +0.3% |
| 3M | +5.8% | +21.7% | -15.9% | -0.2% |
| 6M | +8.0% | +1.5% | +6.5% | +6.9% |
| YTD | +25.6% | +13.1% | +12.5% | +20.4% |
| 1Y | +0.8% | +13.0% | -12.2% | -3.5% |
| 3Y | +86.1% | +6.9% | +79.2% | +79.1% |
| 5Y | +100.2% | -10.5% | +110.7% | +101.8% |
| 10Y | +494.2% | +20.9% | +473.3% | +442.7% |
| All | +561.4% | +100.2% | +461.2% | +472.6% |
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