+531.8%
FAST vs AME
+438.4%
+93.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.8% | -4.1% | +8.9% | +7.2% |
| 30D | +8.6% | -4.1% | +12.7% | +10.8% |
| 3M | +5.7% | -5.6% | +11.3% | +8.7% |
| 6M | +25.5% | +2.8% | +22.6% | +21.8% |
| YTD | +39.6% | +16.6% | +23.0% | +24.8% |
| 1Y | +35.5% | +21.1% | +14.4% | +18.2% |
| 3Y | +96.2% | +61.1% | +35.1% | +38.7% |
| 5Y | +110.2% | +76.6% | +33.6% | +39.0% |
| 10Y | +531.8% | +431.3% | +100.5% | +122.3% |
| All | +531.8% | +438.4% | +93.4% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling