+248.5%
ALAB vs FAST
+52.2%
+196.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -7.5% | +4.8% | -12.3% | -8.5% |
| 30D | -36.8% | +8.6% | -45.4% | -38.2% |
| 3M | -31.9% | +5.7% | -37.5% | -32.9% |
| 6M | +8.2% | +25.5% | -17.3% | +1.5% |
| YTD | +29.9% | +39.6% | -9.7% | +15.5% |
| 1Y | +24.4% | +35.5% | -11.1% | +11.7% |
| All | +248.5% | +52.2% | +196.3% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling