+499.9%
FAST vs ALK
-34.2%
+534.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -0.8% | -19.2% | +18.5% | +3.3% |
| 3M | +5.8% | -1.5% | +7.3% | +5.3% |
| 6M | +8.0% | -13.1% | +21.0% | +9.2% |
| YTD | +25.6% | -16.4% | +42.1% | +27.6% |
| 1Y | +0.8% | -33.1% | +33.9% | +6.6% |
| 3Y | +86.1% | +0.6% | +85.5% | +73.3% |
| 5Y | +100.2% | -26.4% | +126.6% | +95.2% |
| All | +499.9% | -34.2% | +534.0% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling