+74,290.4%
FAST vs APD
+6,285.2%
+68,005.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.8% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +4.6% | +10.1% | -5.5% | +0.1% |
| 3M | +6.4% | +4.9% | +1.5% | +3.8% |
| 6M | +20.6% | +2.5% | +18.1% | +18.4% |
| YTD | +34.7% | +27.8% | +6.9% | +18.8% |
| 1Y | +29.7% | +32.9% | -3.2% | +11.5% |
| 3Y | +89.9% | +13.4% | +76.6% | +69.5% |
| 5Y | +105.0% | +12.8% | +92.1% | +80.6% |
| 10Y | +594.2% | +194.6% | +399.6% | +277.1% |
| All | +74,290.4% | +6,285.2% | +68,005.2% | +10,866.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling