+631.3%
FAST vs AMCR
+106.4%
+524.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +3.8% | -7.9% | +11.8% | +6.2% |
| 30D | +8.1% | +8.2% | -0.1% | +5.5% |
| 3M | +5.8% | -4.3% | +10.1% | +6.9% |
| 6M | +24.9% | +16.6% | +8.3% | +18.9% |
| YTD | +38.9% | +13.1% | +25.8% | +32.9% |
| 1Y | +36.5% | +14.4% | +22.1% | +30.1% |
| 3Y | +98.1% | +18.4% | +79.8% | +85.4% |
| 5Y | +109.3% | -5.8% | +115.1% | +107.8% |
| 10Y | +547.9% | +22.3% | +525.6% | +485.7% |
| All | +631.3% | +106.4% | +524.9% | +526.6% |
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