-28.9%
AAL vs FAST
+2,165.8%
-2,194.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.6% | -4.7% |
| 7D | +1.2% | +0.7% | +0.5% | +0.8% |
| 30D | -0.5% | +4.6% | -5.2% | -3.9% |
| 3M | -22.0% | +6.4% | -28.4% | -25.8% |
| 6M | +4.5% | +20.6% | -16.1% | -9.3% |
| YTD | -15.7% | +34.7% | -50.3% | -33.0% |
| 1Y | -3.7% | +29.7% | -33.3% | -21.4% |
| 3Y | +7.9% | +89.9% | -82.0% | -34.8% |
| 5Y | -40.7% | +105.0% | -145.7% | -66.7% |
| 10Y | -66.3% | +594.2% | -660.5% | -93.1% |
| All | -28.9% | +2,165.8% | -2,194.7% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling