+12.4%
APH vs FAST
+20.5%
-8.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -6.5% |
| 7D | -2.4% | +3.4% | -5.8% | -3.2% |
| 30D | -9.5% | +5.5% | -15.0% | -10.9% |
| 3M | -7.6% | +7.6% | -15.2% | -9.8% |
| 6M | +12.4% | +19.8% | -7.4% | +4.2% |
| All | +12.4% | +20.5% | -8.1% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling