+499.9%
FAST vs APD
+164.4%
+335.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -0.4% | -2.2% | +1.9% | +0.6% |
| 30D | -0.8% | +2.1% | -2.9% | -1.8% |
| 3M | +5.8% | +7.2% | -1.4% | +2.1% |
| 6M | +8.0% | +11.2% | -3.3% | +2.2% |
| YTD | +25.6% | +24.4% | +1.2% | +12.7% |
| 1Y | +0.8% | +6.7% | -5.9% | -3.7% |
| 3Y | +86.1% | +9.2% | +76.9% | +69.8% |
| 5Y | +100.2% | +27.4% | +72.9% | +63.7% |
| All | +499.9% | +164.4% | +335.5% | +184.5% |
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