+533.3%
FAST vs APTV
-27.4%
+560.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | -1.7% | +5.9% | +4.6% |
| 30D | +6.7% | -11.6% | +18.3% | +9.6% |
| 3M | +8.0% | -21.2% | +29.2% | +13.8% |
| 6M | +27.4% | -28.5% | +55.9% | +35.6% |
| YTD | +40.5% | -49.1% | +89.6% | +61.4% |
| 1Y | +38.4% | -52.2% | +90.5% | +61.2% |
| 3Y | +98.7% | -48.6% | +147.3% | +120.3% |
| 5Y | +106.7% | -77.3% | +184.0% | +173.0% |
| All | +533.3% | -27.4% | +560.7% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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