+533.3%
FAST vs AMT
+136.5%
+396.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +4.2% | +1.5% | +2.6% | +3.7% |
| 30D | +6.7% | +6.8% | -0.2% | +4.4% |
| 3M | +8.0% | +11.2% | -3.2% | +4.2% |
| 6M | +27.4% | +12.5% | +15.0% | +21.7% |
| YTD | +40.5% | +12.5% | +28.0% | +33.6% |
| 1Y | +38.4% | +10.1% | +28.3% | +32.4% |
| 3Y | +98.7% | +16.0% | +82.7% | +81.3% |
| 5Y | +106.7% | -17.2% | +123.8% | +111.1% |
| All | +533.3% | +136.5% | +396.9% | +464.1% |
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