+94.4%
AAPL vs FAST
+99.1%
-4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.1% | +5.0% | -1.9% | +1.6% |
| 30D | +4.0% | +8.6% | -4.6% | +1.3% |
| 3M | +17.4% | +6.9% | +10.5% | +14.9% |
| 6M | +20.5% | +29.6% | -9.1% | +10.4% |
| YTD | +30.9% | +41.4% | -10.5% | +15.4% |
| 1Y | +30.1% | +38.5% | -8.4% | +15.6% |
| All | +94.4% | +99.1% | -4.7% | +50.2% |
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