+547.9%
FAST vs APTV
-26.1%
+574.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | +3.8% | -9.8% | +13.6% | +6.2% |
| 30D | +8.1% | -8.9% | +17.0% | +10.2% |
| 3M | +5.8% | -19.5% | +25.3% | +10.9% |
| 6M | +24.9% | -31.1% | +56.0% | +34.1% |
| YTD | +38.9% | -47.5% | +86.5% | +58.5% |
| 1Y | +36.5% | -52.3% | +88.8% | +59.2% |
| 3Y | +98.1% | -45.2% | +143.3% | +116.3% |
| 5Y | +109.3% | -76.9% | +186.2% | +175.6% |
| 10Y | +547.9% | -25.1% | +573.0% | +566.2% |
| All | +547.9% | -26.1% | +574.0% | +566.2% |
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