+38.5%
FAST vs APA
+101.2%
-62.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | +5.0% | +9.6% | -4.6% | +4.9% |
| 30D | +8.6% | -0.2% | +8.8% | +8.5% |
| 3M | +6.9% | +19.8% | -12.9% | +6.4% |
| 6M | +29.6% | +30.1% | -0.5% | +28.9% |
| YTD | +41.4% | +100.4% | -59.0% | +23.6% |
| 1Y | +38.5% | +105.2% | -66.7% | +20.1% |
| All | +38.5% | +101.2% | -62.6% | +20.1% |
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 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