+90.1%
FAST vs ALK
+2.1%
+88.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -0.8% | -19.2% | +18.5% | +2.2% |
| 3M | +5.8% | -1.5% | +7.3% | +5.5% |
| 6M | +8.0% | -13.1% | +21.0% | +8.8% |
| YTD | +25.6% | -16.4% | +42.1% | +26.9% |
| 1Y | +0.8% | -33.1% | +33.9% | +4.8% |
| All | +90.1% | +2.1% | +88.0% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling