+2.1%
AAL vs FAST
+2.3%
-0.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -3.7% | -0.4% | -3.4% | -3.6% |
| 30D | -20.8% | -0.8% | -20.0% | -20.7% |
| 3M | -1.3% | +5.8% | -7.0% | -3.8% |
| 6M | +5.4% | +8.0% | -2.6% | +1.2% |
| YTD | -14.4% | +25.6% | -40.0% | -19.8% |
| 1Y | +2.1% | +0.8% | +1.3% | -9.4% |
| All | +2.1% | +2.3% | -0.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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