+622.5%
FAST vs APTV
+194.6%
+427.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | 0.0% |
| 7D | -0.4% | +4.8% | -5.2% | -1.6% |
| 30D | -0.8% | +2.0% | -2.8% | -1.4% |
| 3M | +5.8% | -34.2% | +40.0% | +16.8% |
| 6M | +8.0% | -34.7% | +42.7% | +18.5% |
| YTD | +25.6% | -37.0% | +62.6% | +38.9% |
| 1Y | +0.8% | -40.4% | +41.2% | +12.8% |
| 3Y | +86.1% | -54.1% | +140.2% | +116.0% |
| 5Y | +100.2% | -68.0% | +168.2% | +148.6% |
| 10Y | +494.2% | -15.5% | +509.7% | +405.6% |
| All | +622.5% | +194.6% | +427.9% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling