+142.4%
AAPL vs FAST
+110.3%
+32.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +3.2% | +5.0% | -1.8% | +0.9% |
| 30D | +4.1% | +8.6% | -4.5% | +0.1% |
| 3M | +17.5% | +6.9% | +10.6% | +13.7% |
| 6M | +20.6% | +29.6% | -9.0% | +5.9% |
| YTD | +31.0% | +41.4% | -10.4% | +8.9% |
| 1Y | +30.2% | +38.5% | -8.3% | +9.3% |
| 3Y | +92.9% | +98.7% | -5.9% | +26.2% |
| 5Y | +142.4% | +108.0% | +34.4% | +45.9% |
| All | +142.4% | +110.3% | +32.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling