+69,298.0%
FAST vs AME
+18,709.1%
+50,588.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -0.8% | -6.7% | +5.9% | +2.3% |
| 3M | +5.8% | +4.1% | +1.7% | +3.7% |
| 6M | +8.0% | +1.6% | +6.4% | +6.9% |
| YTD | +25.6% | +16.1% | +9.5% | +17.1% |
| 1Y | +0.8% | +27.3% | -26.5% | -10.2% |
| 3Y | +86.1% | +50.9% | +35.2% | +52.3% |
| 5Y | +100.2% | +81.4% | +18.8% | +51.2% |
| 10Y | +494.2% | +417.0% | +77.2% | +184.8% |
| All | +69,298.0% | +18,709.1% | +50,588.9% | +12,357.7% |
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