+90.1%
FAST vs APA
+5.6%
+84.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.8% | +23.4% | -24.2% | -2.6% |
| 3M | +5.8% | +12.7% | -6.9% | +4.5% |
| 6M | +8.0% | +39.4% | -31.4% | +3.4% |
| YTD | +25.6% | +79.0% | -53.3% | +16.7% |
| 1Y | +0.8% | +88.8% | -88.0% | -7.2% |
| All | +90.1% | +5.6% | +84.5% | +74.2% |
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