+247.7%
APH vs FAST
+91.5%
+156.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.2% |
| 7D | -12.7% | +0.7% | -13.4% | -12.9% |
| 30D | -19.2% | +4.6% | -23.8% | -20.4% |
| 3M | -16.7% | +6.4% | -23.0% | -18.4% |
| 6M | +5.1% | +20.6% | -15.5% | -1.2% |
| YTD | +6.6% | +34.7% | -28.1% | -4.4% |
| 1Y | +3.9% | +29.7% | -25.8% | -5.6% |
| All | +247.7% | +91.5% | +156.3% | +158.7% |
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