+32.4%
FAST vs AMRZ
-17.5%
+49.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | +2.1% | +1.2% | +0.9% | +1.8% |
| 30D | +6.9% | +15.1% | -8.2% | +4.4% |
| 3M | +4.8% | -18.1% | +22.9% | +8.2% |
| 6M | +19.8% | -23.5% | +43.2% | +24.8% |
| YTD | +34.9% | -21.6% | +56.5% | +39.4% |
| 1Y | +32.8% | -14.7% | +47.5% | +36.5% |
| All | +32.4% | -17.5% | +49.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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