+98.1%
FAST vs AME
+63.1%
+35.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.0% |
| 7D | +3.8% | -1.5% | +5.4% | +4.3% |
| 30D | +8.1% | -4.2% | +12.2% | +9.8% |
| 3M | +5.8% | -5.9% | +11.7% | +8.4% |
| 6M | +24.9% | +2.8% | +22.0% | +22.0% |
| YTD | +38.9% | +16.6% | +22.4% | +27.2% |
| 1Y | +36.5% | +22.1% | +14.4% | +22.2% |
| 3Y | +98.1% | +64.7% | +33.5% | +46.3% |
| All | +98.1% | +63.1% | +35.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling