+13.0%
APH vs FAST
+36.2%
-23.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +7.5% |
| 7D | +1.1% | +3.8% | -2.8% | +0.2% |
| 30D | -7.5% | +8.1% | -15.6% | -9.2% |
| 3M | -4.4% | +5.8% | -10.2% | -5.9% |
| 6M | +26.5% | +24.9% | +1.6% | +19.7% |
| YTD | +20.0% | +38.9% | -18.9% | +7.3% |
| All | +13.0% | +36.2% | -23.2% | +1.8% |
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