+69,298.0%
FAST vs APD
+6,115.6%
+63,182.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 6M | +8.0% | +11.2% | -3.3% | +2.0% |
| YTD | +25.6% | +24.4% | +1.2% | +12.4% |
| 1Y | +0.8% | +6.7% | -5.9% | -4.1% |
| 3Y | +86.1% | +9.2% | +76.9% | +68.9% |
| 5Y | +100.2% | +27.4% | +72.9% | +66.5% |
| 10Y | +494.2% | +164.8% | +329.3% | +239.7% |
| All | +69,298.0% | +6,115.6% | +63,182.4% | +10,273.4% |
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