+34.8%
FAST vs AMDL
+127.5%
-92.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +26.8% | -23.8% | +2.8% |
| 7D | +3.8% | +10.3% | -6.4% | +3.7% |
| 30D | +8.1% | -38.3% | +46.3% | +8.1% |
| 3M | +5.8% | -8.7% | +14.5% | +5.5% |
| 6M | +24.9% | -14.4% | +39.2% | +24.3% |
| YTD | +38.9% | +206.9% | -168.0% | +33.9% |
| All | +34.8% | +127.5% | -92.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling