+267.2%
ALAB vs FAST
+54.2%
+213.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +26.9% | +5.0% | +21.9% | +25.4% |
| 30D | -30.0% | +8.6% | -38.6% | -31.5% |
| 3M | -28.5% | +6.9% | -35.5% | -29.9% |
| 6M | +11.4% | +29.6% | -18.2% | +3.6% |
| YTD | +36.9% | +41.4% | -4.5% | +21.3% |
| 1Y | +44.4% | +38.5% | +5.8% | +28.7% |
| All | +267.2% | +54.2% | +213.1% | +164.2% |
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