+19.8%
FAST vs APTV
-28.9%
+48.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.6% | +0.4% |
| 7D | +2.1% | -10.2% | +12.3% | +2.8% |
| 30D | +6.9% | -10.8% | +17.7% | +7.7% |
| 3M | +4.8% | -14.8% | +19.7% | +5.9% |
| 6M | +19.8% | -30.6% | +50.3% | +22.2% |
| All | +19.8% | -28.9% | +48.7% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling