+446.2%
APP vs FAST
+140.9%
+305.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.6% | +31.6% | +31.4% |
| 7D | +39.7% | +0.7% | +39.0% | +39.2% |
| 30D | +27.7% | +4.6% | +23.1% | +23.7% |
| 3M | -14.8% | +6.4% | -21.1% | -18.9% |
| 6M | -25.5% | +20.6% | -46.1% | -35.7% |
| YTD | -47.2% | +34.7% | -81.8% | -59.5% |
| 1Y | -42.3% | +29.7% | -71.9% | -54.4% |
| 3Y | +806.8% | +89.9% | +716.9% | +353.7% |
| 5Y | +261.6% | +105.0% | +156.7% | +61.0% |
| All | +446.2% | +140.9% | +305.3% | +132.5% |
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