+5,926.0%
FAST vs AMT
+1,311.4%
+4,614.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.0% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -1.7% |
| 3M | +5.8% | -8.4% | +14.2% | +7.3% |
| 6M | +8.0% | -6.0% | +14.0% | +8.8% |
| YTD | +25.6% | +2.1% | +23.5% | +24.4% |
| 1Y | +0.8% | -6.4% | +7.2% | +1.4% |
| 3Y | +86.1% | +8.1% | +78.1% | +79.8% |
| 5Y | +100.2% | -31.9% | +132.1% | +110.5% |
| 10Y | +494.2% | +97.1% | +397.1% | +408.1% |
| All | +5,926.0% | +1,311.4% | +4,614.6% | +3,230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling