+1,055.9%
APH vs FAST
+506.5%
+549.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +5.0% | -0.4% | +5.3% | +5.1% |
| 30D | -3.9% | -0.8% | -3.1% | -3.6% |
| 3M | +13.0% | +5.8% | +7.2% | +9.7% |
| 6M | +25.2% | +8.0% | +17.2% | +20.0% |
| YTD | +22.9% | +25.6% | -2.7% | +9.1% |
| 1Y | +47.8% | +0.8% | +47.0% | +45.0% |
| 3Y | +283.0% | +86.1% | +196.9% | +171.8% |
| 5Y | +349.7% | +100.2% | +249.4% | +205.0% |
| All | +1,055.9% | +506.5% | +549.4% | +430.2% |
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 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