+69,298.0%
FAST vs ALK
+839.9%
+68,458.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +5.8% | -1.5% | +7.3% | +5.2% |
| 6M | +8.0% | -13.1% | +21.0% | +9.5% |
| YTD | +25.6% | -16.4% | +42.1% | +27.9% |
| 1Y | +0.8% | -33.1% | +33.9% | +7.8% |
| 3Y | +86.1% | +0.6% | +85.5% | +71.1% |
| 5Y | +100.2% | -26.4% | +126.6% | +94.2% |
| 10Y | +494.2% | -34.2% | +528.3% | +431.8% |
| All | +69,298.0% | +839.9% | +68,458.1% | +21,609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling