+541.0%
FAST vs APTV
-26.2%
+567.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | +4.8% | -4.3% | +9.1% | +5.8% |
| 30D | +8.6% | -9.7% | +18.3% | +11.0% |
| 3M | +5.7% | -20.6% | +26.2% | +11.1% |
| 6M | +25.5% | -31.7% | +57.2% | +35.0% |
| YTD | +39.6% | -48.0% | +87.6% | +59.6% |
| 1Y | +35.5% | -52.1% | +87.6% | +57.8% |
| 3Y | +96.2% | -47.9% | +144.1% | +116.9% |
| 5Y | +110.2% | -76.9% | +187.1% | +176.7% |
| All | +541.0% | -26.2% | +567.2% | +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