+105.3%
FAST vs ALK
-34.8%
+140.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.1% | +9.0% | -7.0% | +0.5% |
| 30D | +6.9% | -1.6% | +8.5% | +6.9% |
| 3M | +4.8% | -23.2% | +28.0% | +9.3% |
| 6M | +19.8% | -3.9% | +23.6% | +19.1% |
| YTD | +34.9% | -22.6% | +57.5% | +38.2% |
| 1Y | +32.8% | -5.3% | +38.1% | +30.5% |
| 3Y | +93.7% | +18.6% | +75.2% | +69.5% |
| All | +105.3% | -34.8% | +140.1% | +105.6% |
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