+105.3%
FAST vs APD
+11.0%
+94.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +2.1% | -3.7% | +5.7% | +3.2% |
| 30D | +6.9% | +9.6% | -2.7% | +3.9% |
| 3M | +4.8% | +1.6% | +3.2% | +4.2% |
| 6M | +19.8% | +2.2% | +17.6% | +18.5% |
| YTD | +34.9% | +25.9% | +9.0% | +24.4% |
| 1Y | +32.8% | +20.1% | +12.6% | +24.0% |
| 3Y | +93.7% | +12.4% | +81.4% | +82.3% |
| All | +105.3% | +11.0% | +94.3% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling