+19.8%
FAST vs AMRZ
-23.2%
+43.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | +6.9% | +15.1% | -8.2% | +4.6% |
| 3M | +4.8% | -18.1% | +22.9% | +8.1% |
| 6M | +19.8% | -23.5% | +43.2% | +25.1% |
| All | +19.8% | -23.2% | +43.0% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling