+90.1%
FAST vs AME
+50.7%
+39.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | 0.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -0.8% | -6.7% | +5.9% | +2.7% |
| 3M | +5.8% | +4.1% | +1.7% | +3.4% |
| 6M | +8.0% | +1.6% | +6.4% | +6.5% |
| YTD | +25.6% | +16.1% | +9.5% | +16.1% |
| 1Y | +0.8% | +27.3% | -26.5% | -11.1% |
| All | +90.1% | +50.7% | +39.3% | +47.8% |
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