+1,210.4%
AAPL vs FAST
+506.4%
+704.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | +1.3% | -4.0% | -3.4% |
| 30D | +1.0% | -4.7% | +5.8% | +3.3% |
| 3M | +5.0% | +7.9% | -3.0% | +0.6% |
| 6M | +23.0% | +7.4% | +15.6% | +17.6% |
| YTD | +16.6% | +25.1% | -8.4% | +2.8% |
| 1Y | +33.4% | +4.7% | +28.7% | +28.1% |
| 3Y | +79.9% | +94.7% | -14.8% | +22.0% |
| 5Y | +109.0% | +106.8% | +2.3% | +36.1% |
| 10Y | +1,210.4% | +507.7% | +702.8% | +506.1% |
| All | +1,210.4% | +506.4% | +704.1% | +506.1% |
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