+509.1%
FAST vs APTV
-15.9%
+525.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | 0.0% |
| 7D | -0.4% | +4.8% | -5.2% | -1.5% |
| 30D | -0.8% | +2.0% | -2.8% | -1.3% |
| 3M | +5.8% | -34.2% | +40.0% | +15.8% |
| 6M | +8.0% | -34.7% | +42.7% | +17.6% |
| YTD | +25.6% | -37.0% | +62.6% | +37.7% |
| 1Y | +0.8% | -40.4% | +41.2% | +11.7% |
| 3Y | +86.1% | -54.1% | +140.2% | +113.5% |
| 5Y | +100.2% | -68.0% | +168.2% | +143.8% |
| All | +509.1% | -15.9% | +525.0% | +498.5% |
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