+547.9%
FAST vs AMT
+116.9%
+431.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +3.8% | +0.4% | +3.5% | +3.7% |
| 30D | +8.1% | +3.7% | +4.4% | +6.7% |
| 3M | +5.8% | +10.7% | -4.9% | +2.1% |
| 6M | +24.9% | +9.3% | +15.6% | +20.4% |
| YTD | +38.9% | +10.9% | +28.0% | +32.7% |
| 1Y | +36.5% | +10.5% | +25.9% | +30.4% |
| 3Y | +98.1% | +15.5% | +82.6% | +81.1% |
| 5Y | +109.3% | -20.6% | +129.9% | +116.7% |
| 10Y | +547.9% | +124.5% | +423.4% | +511.3% |
| All | +547.9% | +116.9% | +431.0% | +511.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling