+499.9%
FAST vs AMT
+96.2%
+403.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -2.2% |
| 3M | +5.8% | -8.4% | +14.2% | +8.3% |
| 6M | +8.0% | -6.0% | +14.0% | +9.3% |
| YTD | +25.6% | +2.1% | +23.5% | +23.5% |
| 1Y | +0.8% | -6.4% | +7.2% | +1.8% |
| 3Y | +86.1% | +8.1% | +78.1% | +73.6% |
| 5Y | +100.2% | -31.9% | +132.1% | +118.1% |
| All | +499.9% | +96.2% | +403.6% | +483.7% |
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