+74,417.0%
FAST vs AME
+18,019.4%
+56,397.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -1.0% |
| 7D | +2.1% | -5.2% | +7.2% | +4.3% |
| 30D | +6.9% | -8.0% | +14.9% | +10.5% |
| 3M | +4.8% | -8.9% | +13.7% | +8.8% |
| 6M | +19.8% | -5.0% | +24.8% | +21.7% |
| YTD | +34.9% | +11.9% | +23.0% | +27.2% |
| 1Y | +32.8% | +16.6% | +16.1% | +22.9% |
| 3Y | +93.7% | +62.5% | +31.3% | +52.6% |
| 5Y | +105.3% | +67.6% | +37.7% | +59.9% |
| 10Y | +595.4% | +450.4% | +145.0% | +223.7% |
| All | +74,417.0% | +18,019.4% | +56,397.6% | +13,436.5% |
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