+844.5%
APH vs FAST
+585.7%
+258.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.1% |
| 7D | -12.7% | +0.7% | -13.4% | -13.0% |
| 30D | -19.2% | +4.6% | -23.8% | -21.0% |
| 3M | -16.7% | +6.4% | -23.0% | -19.2% |
| 6M | +5.1% | +20.6% | -15.5% | -4.1% |
| YTD | +6.6% | +34.7% | -28.1% | -8.6% |
| 1Y | +3.9% | +29.7% | -25.8% | -9.4% |
| 3Y | +246.0% | +89.9% | +156.1% | +143.6% |
| 5Y | +268.0% | +105.0% | +163.0% | +146.3% |
| All | +844.5% | +585.7% | +258.9% | +337.6% |
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