+93.6%
AAPL vs FAST
+91.8%
+1.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.7% | +2.1% | -2.7% | -1.3% |
| 30D | +1.7% | +6.9% | -5.2% | -0.4% |
| 3M | +9.7% | +4.8% | +4.8% | +7.9% |
| 6M | +19.3% | +19.8% | -0.5% | +12.1% |
| YTD | +26.3% | +34.9% | -8.6% | +12.9% |
| 1Y | +27.4% | +32.8% | -5.4% | +14.5% |
| 3Y | +93.6% | +93.7% | -0.1% | +46.2% |
| All | +93.6% | +91.8% | +1.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling