+283.5%
APH vs FAST
+92.6%
+190.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -6.7% |
| 7D | -2.4% | +3.4% | -5.8% | -3.4% |
| 30D | -9.5% | +5.5% | -15.0% | -11.1% |
| 3M | -7.6% | +7.6% | -15.2% | -9.8% |
| 6M | +12.4% | +19.8% | -7.4% | +5.9% |
| YTD | +17.5% | +35.5% | -17.9% | +5.2% |
| 1Y | +16.4% | +31.6% | -15.2% | +5.2% |
| All | +283.5% | +92.6% | +190.9% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling