+47.8%
APH vs FAST
+2.3%
+45.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +5.0% | -0.4% | +5.3% | +5.0% |
| 30D | -3.9% | -0.8% | -3.1% | -3.8% |
| 3M | +13.0% | +5.8% | +7.2% | +11.8% |
| 6M | +25.2% | +8.0% | +17.2% | +22.3% |
| YTD | +22.9% | +25.6% | -2.7% | +17.7% |
| 1Y | +47.8% | +0.8% | +47.0% | +46.9% |
| All | +47.8% | +2.3% | +45.5% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling