+65.2%
ALAB vs FAST
+2.3%
+62.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +9.7% |
| 7D | +7.2% | -0.4% | +7.6% | +7.2% |
| 30D | -2.5% | -0.8% | -1.7% | -2.5% |
| 3M | -13.3% | +5.8% | -19.1% | -13.4% |
| 6M | +172.8% | +8.0% | +164.8% | +167.9% |
| YTD | +86.6% | +25.6% | +61.0% | +81.8% |
| 1Y | +65.2% | +0.8% | +64.3% | +73.0% |
| All | +65.2% | +2.3% | +62.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling