+93.7%
FAST vs APA
+24.2%
+69.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | 0.0% |
| 7D | +2.1% | -15.5% | +17.6% | +3.3% |
| 30D | +6.9% | +2.4% | +4.5% | +6.5% |
| 3M | +4.8% | +22.8% | -18.0% | +2.8% |
| 6M | +19.8% | +17.9% | +1.8% | +17.6% |
| YTD | +34.9% | +87.7% | -52.8% | +24.4% |
| 1Y | +32.8% | +94.2% | -61.4% | +21.9% |
| 3Y | +93.7% | +27.2% | +66.5% | +75.0% |
| All | +93.7% | +24.2% | +69.5% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling