+98.1%
FAST vs APA
+34.8%
+63.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +3.8% | -8.7% | +12.6% | +4.5% |
| 30D | +8.1% | -2.4% | +10.5% | +8.1% |
| 3M | +5.8% | +19.0% | -13.2% | +4.0% |
| 6M | +24.9% | +26.8% | -1.9% | +21.8% |
| YTD | +38.9% | +87.3% | -48.4% | +28.0% |
| 1Y | +36.5% | +92.3% | -55.8% | +25.3% |
| 3Y | +98.1% | +37.3% | +60.9% | +77.7% |
| All | +98.1% | +34.8% | +63.4% | +77.7% |
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