+499.9%
FAST vs APA
+7.4%
+492.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.8% | +23.4% | -24.2% | -3.2% |
| 3M | +5.8% | +12.7% | -6.9% | +4.0% |
| 6M | +8.0% | +39.4% | -31.4% | +3.0% |
| YTD | +25.6% | +79.0% | -53.3% | +16.2% |
| 1Y | +0.8% | +88.8% | -88.0% | -7.7% |
| 3Y | +86.1% | +6.4% | +79.7% | +78.2% |
| 5Y | +100.2% | +153.0% | -52.8% | +67.2% |
| All | +499.9% | +7.4% | +492.5% | +400.4% |
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