+31.6%
FAST vs APA
+107.6%
-76.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.5% | +1.7% |
| 7D | +3.4% | -13.0% | +16.4% | +3.4% |
| 30D | +5.5% | +2.0% | +3.5% | +5.3% |
| 3M | +7.6% | +24.9% | -17.3% | +7.3% |
| 6M | +19.8% | +7.2% | +12.7% | +20.0% |
| YTD | +35.5% | +87.1% | -51.6% | +23.3% |
| 1Y | +31.6% | +107.2% | -75.5% | +19.3% |
| All | +31.6% | +107.6% | -76.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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