+292.6%
APP vs FAST
+103.6%
+189.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.8% |
| 7D | +71.2% | +2.1% | +69.1% | +68.9% |
| 30D | +39.1% | +6.9% | +32.2% | +32.8% |
| 3M | +16.5% | +4.8% | +11.7% | +12.2% |
| 6M | -16.6% | +19.8% | -36.3% | -27.8% |
| YTD | -41.9% | +34.9% | -76.8% | -55.9% |
| 1Y | -37.0% | +32.8% | -69.8% | -51.6% |
| 3Y | +892.4% | +93.7% | +798.7% | +367.3% |
| All | +292.6% | +103.6% | +189.0% | +58.1% |
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