+548.6%
FAST vs APD
+187.5%
+361.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.8% |
| 7D | +4.3% | -1.2% | +5.4% | +4.8% |
| 30D | +8.3% | +11.0% | -2.7% | +3.5% |
| 3M | +6.5% | +2.6% | +3.9% | +5.1% |
| 6M | +29.5% | +4.8% | +24.7% | +26.2% |
| YTD | +41.3% | +31.0% | +10.3% | +23.9% |
| 1Y | +37.4% | +23.4% | +14.0% | +23.4% |
| 3Y | +98.5% | +28.4% | +70.2% | +68.7% |
| 5Y | +111.1% | +15.2% | +95.9% | +84.5% |
| 10Y | +548.6% | +190.7% | +357.9% | +204.6% |
| All | +548.6% | +187.5% | +361.1% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling