+803.3%
APP vs FAST
+91.5%
+711.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.1% |
| 7D | +39.7% | +0.7% | +39.0% | +39.5% |
| 30D | +27.7% | +4.6% | +23.1% | +26.5% |
| 3M | -14.8% | +6.4% | -21.1% | -16.0% |
| 6M | -25.5% | +20.6% | -46.1% | -29.1% |
| YTD | -47.2% | +34.7% | -81.8% | -52.6% |
| 1Y | -42.3% | +29.7% | -71.9% | -47.3% |
| All | +803.3% | +91.5% | +711.9% | +451.9% |
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