+32.8%
FAST vs AMDL
+62.4%
-29.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +22.3% | -22.1% | +0.1% |
| 7D | +2.1% | -26.2% | +28.3% | +2.2% |
| 30D | +6.9% | -57.1% | +64.0% | +7.2% |
| 3M | +4.8% | -29.8% | +34.7% | +4.8% |
| 6M | +19.8% | -22.2% | +42.0% | +19.3% |
| YTD | +34.9% | +142.1% | -107.2% | +30.0% |
| 1Y | +32.8% | +85.8% | -53.1% | +28.0% |
| All | +32.8% | +62.4% | -29.6% | +28.0% |
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