+105.0%
FAST vs ALK
-33.9%
+138.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | 0.0% |
| 7D | +0.7% | +7.1% | -6.4% | -0.6% |
| 30D | +4.6% | -3.0% | +7.6% | +4.9% |
| 3M | +6.4% | -25.6% | +32.0% | +11.6% |
| 6M | +20.6% | +0.5% | +20.1% | +18.8% |
| YTD | +34.7% | -23.1% | +57.7% | +38.1% |
| 1Y | +29.7% | -7.5% | +37.2% | +28.0% |
| 3Y | +89.9% | +15.3% | +74.6% | +67.3% |
| 5Y | +105.0% | -34.8% | +139.8% | +105.9% |
| All | +105.0% | -33.9% | +138.9% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling