+105.3%
FAST vs APTV
-77.0%
+182.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.6% | +0.9% |
| 7D | +2.1% | -10.2% | +12.3% | +4.3% |
| 30D | +6.9% | -10.8% | +17.7% | +9.3% |
| 3M | +4.8% | -14.8% | +19.7% | +8.1% |
| 6M | +19.8% | -30.6% | +50.3% | +27.5% |
| YTD | +34.9% | -48.2% | +83.1% | +52.9% |
| 1Y | +32.8% | -52.0% | +84.7% | +53.0% |
| 3Y | +93.7% | -47.0% | +140.8% | +111.3% |
| All | +105.3% | -77.0% | +182.3% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling