+74,290.4%
FAST vs APA
+835.7%
+73,454.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | +0.7% | -15.6% | +16.3% | +3.5% |
| 30D | +4.6% | -0.9% | +5.5% | +4.6% |
| 3M | +6.4% | +26.1% | -19.7% | +1.6% |
| 6M | +20.6% | +6.1% | +14.5% | +18.1% |
| YTD | +34.7% | +82.8% | -48.2% | +18.8% |
| 1Y | +29.7% | +106.5% | -76.8% | +11.6% |
| 3Y | +89.9% | +21.9% | +68.0% | +73.6% |
| 5Y | +105.0% | +69.7% | +35.3% | +67.8% |
| 10Y | +594.2% | 0.0% | +594.2% | +414.1% |
| All | +74,290.4% | +835.7% | +73,454.7% | +35,557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling