+352.8%
APH vs FAST
+108.2%
+244.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -3.3% | -4.7% | +1.4% | -1.2% |
| 3M | +14.0% | +7.9% | +6.1% | +9.8% |
| 6M | +24.4% | +7.4% | +17.0% | +19.5% |
| YTD | +21.4% | +25.1% | -3.7% | +7.5% |
| 1Y | +48.9% | +4.7% | +44.2% | +43.6% |
| 3Y | +290.1% | +94.7% | +195.4% | +155.4% |
| 5Y | +352.8% | +106.8% | +246.1% | +185.8% |
| All | +352.8% | +108.2% | +244.6% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling