+33.9%
AAPL vs FAST
+2.3%
+31.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +3.0% | -0.8% | +3.8% | +3.0% |
| 3M | +2.9% | +5.8% | -2.9% | +1.9% |
| 6M | +22.1% | +8.0% | +14.1% | +20.3% |
| YTD | +18.0% | +25.6% | -7.6% | +14.6% |
| 1Y | +33.9% | +0.8% | +33.1% | +30.8% |
| All | +33.9% | +2.3% | +31.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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