+10.9%
AAL vs FAST
+91.5%
-80.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.6% | -4.8% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | -0.5% | +4.6% | -5.2% | -3.1% |
| 3M | -22.0% | +6.4% | -28.4% | -24.9% |
| 6M | +4.5% | +20.6% | -16.1% | -6.5% |
| YTD | -15.7% | +34.7% | -50.3% | -29.8% |
| 1Y | -3.7% | +29.7% | -33.3% | -18.0% |
| All | +10.9% | +91.5% | -80.6% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling