+391.7%
APP vs FAST
+124.7%
+267.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +1.7% |
| 7D | +0.9% | -0.4% | +1.2% | +1.0% |
| 30D | -23.3% | -0.8% | -22.5% | -23.4% |
| 3M | -42.6% | +5.8% | -48.4% | -45.5% |
| 6M | -33.6% | +8.0% | -41.6% | -38.9% |
| YTD | -52.4% | +25.6% | -78.1% | -61.8% |
| 1Y | -35.9% | +0.8% | -36.7% | -38.4% |
| 3Y | +642.2% | +86.1% | +556.1% | +265.9% |
| 5Y | +311.1% | +100.2% | +210.9% | +85.6% |
| All | +391.7% | +124.7% | +267.0% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling