+69,298.0%
FAST vs APA
+815.8%
+68,482.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -0.8% | +23.4% | -24.2% | -4.5% |
| 3M | +5.8% | +12.7% | -6.9% | +3.0% |
| 6M | +8.0% | +39.4% | -31.4% | +0.5% |
| YTD | +25.6% | +79.0% | -53.3% | +11.6% |
| 1Y | +0.8% | +88.8% | -88.0% | -11.9% |
| 3Y | +86.1% | +6.4% | +79.7% | +74.6% |
| 5Y | +100.2% | +153.0% | -52.8% | +51.7% |
| 10Y | +494.2% | +7.5% | +486.6% | +332.2% |
| All | +69,298.0% | +815.8% | +68,482.2% | +33,405.0% |
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 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