-27.8%
AAL vs FAST
+2,013.8%
-2,041.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.7% |
| 7D | -3.7% | -0.4% | -3.4% | -3.6% |
| 30D | -20.8% | -0.8% | -20.0% | -20.6% |
| 3M | -1.3% | +5.8% | -7.0% | -5.5% |
| 6M | +5.4% | +8.0% | -2.6% | -1.2% |
| YTD | -14.4% | +25.6% | -40.0% | -28.3% |
| 1Y | +2.1% | +0.8% | +1.3% | -0.7% |
| 3Y | -10.6% | +86.1% | -96.7% | -45.4% |
| 5Y | -32.2% | +100.2% | -132.4% | -61.3% |
| 10Y | -62.7% | +494.2% | -556.9% | -91.5% |
| All | -27.8% | +2,013.8% | -2,041.6% | -93.3% |
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 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