+32.8%
FAST vs APD
+24.7%
+8.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | -3.7% | +5.7% | +2.7% |
| 30D | +6.9% | +9.6% | -2.7% | +5.2% |
| 3M | +4.8% | +1.6% | +3.2% | +4.5% |
| 6M | +19.8% | +2.2% | +17.6% | +19.2% |
| YTD | +34.9% | +25.9% | +9.0% | +27.3% |
| 1Y | +32.8% | +20.1% | +12.6% | +26.3% |
| All | +32.8% | +24.7% | +8.1% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling