+575.3%
FAST vs APTV
-28.3%
+603.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.6% | +1.0% |
| 7D | +2.1% | -10.2% | +12.3% | +4.5% |
| 30D | +6.9% | -10.8% | +17.7% | +9.5% |
| 3M | +4.8% | -14.8% | +19.7% | +8.4% |
| 6M | +19.8% | -30.6% | +50.3% | +28.2% |
| YTD | +34.9% | -48.2% | +83.1% | +54.0% |
| 1Y | +32.8% | -52.0% | +84.7% | +54.2% |
| 3Y | +93.7% | -47.0% | +140.8% | +113.0% |
| 5Y | +105.3% | -77.5% | +182.8% | +170.6% |
| All | +575.3% | -28.3% | +603.6% | +634.1% |
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