+110.2%
FAST vs APA
+76.3%
+33.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +4.8% | -5.5% | +10.3% | +5.3% |
| 30D | +8.6% | -1.2% | +9.8% | +8.6% |
| 3M | +5.7% | +10.6% | -4.9% | +4.5% |
| 6M | +25.5% | +28.4% | -3.0% | +22.1% |
| YTD | +39.6% | +89.7% | -50.1% | +29.5% |
| 1Y | +35.5% | +90.6% | -55.1% | +25.5% |
| 3Y | +96.2% | +36.9% | +59.3% | +82.1% |
| 5Y | +110.2% | +83.2% | +27.0% | +86.5% |
| All | +110.2% | +76.3% | +33.9% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling