+105.3%
FAST vs AME
+66.2%
+39.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -1.3% |
| 7D | +2.1% | -5.2% | +7.2% | +4.9% |
| 30D | +6.9% | -8.0% | +14.9% | +11.7% |
| 3M | +4.8% | -8.9% | +13.7% | +10.0% |
| 6M | +19.8% | -5.0% | +24.8% | +22.0% |
| YTD | +34.9% | +11.9% | +23.0% | +23.4% |
| 1Y | +32.8% | +16.6% | +16.1% | +18.2% |
| 3Y | +93.7% | +62.5% | +31.3% | +31.4% |
| All | +105.3% | +66.2% | +39.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling