+29.9%
AAPL vs FAST
+32.0%
-2.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +5.0% |
| 7D | +1.7% | +3.4% | -1.8% | +1.1% |
| 30D | +5.0% | +5.5% | -0.5% | +4.1% |
| 3M | +13.1% | +7.6% | +5.5% | +11.6% |
| 6M | +26.5% | +19.8% | +6.7% | +22.4% |
| YTD | +28.9% | +35.5% | -6.5% | +22.7% |
| 1Y | +29.9% | +31.6% | -1.7% | +24.3% |
| All | +29.9% | +32.0% | -2.1% | +24.3% |
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