-55.4%
APP vs FAST
+32.0%
-87.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +11.1% |
| 7D | +4.5% | +3.4% | +1.1% | +5.5% |
| 30D | -3.6% | +5.5% | -9.1% | -2.1% |
| 3M | -35.3% | +7.6% | -42.8% | -33.9% |
| 6M | -42.8% | +19.8% | -62.6% | -40.0% |
| YTD | -59.7% | +35.5% | -95.1% | -58.2% |
| 1Y | -55.4% | +31.6% | -87.0% | -52.7% |
| All | -55.4% | +32.0% | -87.4% | -52.7% |
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 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