+37.8%
ALAB vs FAST
+37.0%
+0.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.8% |
| 7D | +3.4% | +4.3% | -0.9% | +3.3% |
| 30D | -28.8% | +8.3% | -37.1% | -28.6% |
| 3M | -26.0% | +6.5% | -32.5% | -26.1% |
| 6M | +11.4% | +29.5% | -18.1% | +12.8% |
| YTD | +38.8% | +41.3% | -2.5% | +43.7% |
| 1Y | +37.8% | +37.4% | +0.4% | +41.2% |
| All | +37.8% | +37.0% | +0.8% | +41.2% |
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 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