+74,290.4%
FAST vs AME
+17,569.3%
+56,721.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | +2.1% |
| 7D | +0.7% | -11.4% | +12.1% | +6.0% |
| 30D | +4.6% | -12.1% | +16.8% | +10.5% |
| 3M | +6.4% | -12.3% | +18.7% | +12.3% |
| 6M | +20.6% | -4.6% | +25.2% | +22.3% |
| YTD | +34.7% | +9.1% | +25.6% | +28.5% |
| 1Y | +29.7% | +13.3% | +16.4% | +21.6% |
| 3Y | +89.9% | +58.2% | +31.8% | +51.5% |
| 5Y | +105.0% | +63.4% | +41.5% | +61.5% |
| 10Y | +594.2% | +436.7% | +157.5% | +226.9% |
| All | +74,290.4% | +17,569.3% | +56,721.1% | +13,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling