+1,306.6%
AAPL vs FAST
+545.6%
+761.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +5.0% | +4.8% | +0.2% | +2.6% |
| 30D | +3.5% | +8.6% | -5.1% | -0.7% |
| 3M | +13.1% | +5.7% | +7.4% | +9.7% |
| 6M | +19.0% | +25.5% | -6.4% | +5.5% |
| YTD | +28.5% | +39.6% | -11.1% | +6.8% |
| 1Y | +29.7% | +35.5% | -5.8% | +9.3% |
| 3Y | +89.2% | +96.2% | -7.0% | +27.4% |
| 5Y | +141.2% | +110.2% | +31.0% | +54.1% |
| 10Y | +1,306.6% | +531.8% | +774.8% | +517.7% |
| All | +1,306.6% | +545.6% | +761.0% | +517.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling