+35.5%
FAST vs APTV
-52.9%
+88.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | +4.8% | -4.3% | +9.1% | +5.5% |
| 30D | +8.6% | -9.7% | +18.3% | +10.3% |
| 3M | +5.7% | -20.6% | +26.2% | +9.5% |
| 6M | +25.5% | -31.7% | +57.2% | +31.6% |
| YTD | +39.6% | -48.0% | +87.6% | +55.8% |
| 1Y | +35.5% | -52.1% | +87.6% | +54.4% |
| All | +35.5% | -52.9% | +88.4% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling