+37.4%
FAST vs APA
+95.1%
-57.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.1% |
| 7D | +4.3% | +5.1% | -0.8% | +4.2% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | +6.5% | +15.6% | -9.2% | +6.0% |
| 6M | +29.5% | +28.9% | +0.6% | +28.7% |
| YTD | +41.3% | +96.6% | -55.3% | +23.4% |
| 1Y | +37.4% | +95.5% | -58.1% | +19.5% |
| All | +37.4% | +95.1% | -57.7% | +19.5% |
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