+32.8%
FAST vs AMT
+9.8%
+22.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +2.1% | +0.5% | +1.5% | +2.0% |
| 30D | +6.9% | +13.6% | -6.7% | +5.9% |
| 3M | +4.8% | +11.5% | -6.6% | +3.9% |
| 6M | +19.8% | +6.9% | +12.8% | +19.2% |
| YTD | +34.9% | +10.8% | +24.1% | +33.0% |
| 1Y | +32.8% | +10.3% | +22.5% | +31.2% |
| All | +32.8% | +9.8% | +22.9% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling