+533.3%
FAST vs APA
+8.7%
+524.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.8% |
| 7D | +4.2% | +8.5% | -4.4% | +3.2% |
| 30D | +6.7% | +2.8% | +3.9% | +6.2% |
| 3M | +8.0% | +21.7% | -13.7% | +5.4% |
| 6M | +27.4% | +32.6% | -5.2% | +22.7% |
| YTD | +40.5% | +103.7% | -63.2% | +27.8% |
| 1Y | +38.4% | +101.8% | -63.4% | +25.9% |
| 3Y | +98.7% | +48.1% | +50.6% | +83.0% |
| 5Y | +106.7% | +91.9% | +14.8% | +79.1% |
| All | +533.3% | +8.7% | +524.6% | +424.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling