+38.8%
FAST vs AMRZ
-19.3%
+58.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +5.0% | -4.0% | +9.0% | +5.7% |
| 30D | +8.6% | +12.4% | -3.8% | +6.4% |
| 3M | +6.9% | -11.5% | +18.4% | +9.0% |
| 6M | +29.6% | -21.6% | +51.2% | +34.4% |
| YTD | +41.4% | -23.4% | +64.8% | +46.7% |
| 1Y | +38.5% | -17.2% | +55.7% | +43.0% |
| All | +38.8% | -19.3% | +58.1% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling