+17.1%
ALAB vs FAST
+30.1%
-13.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | -26.3% | +2.1% | -28.4% | -26.2% |
| 30D | -50.1% | +6.9% | -57.0% | -50.0% |
| 3M | -42.5% | +4.8% | -47.3% | -42.5% |
| 6M | -10.8% | +19.8% | -30.6% | -10.2% |
| YTD | +14.6% | +34.9% | -20.3% | +16.9% |
| 1Y | +17.1% | +32.8% | -15.7% | +17.1% |
| All | +17.1% | +30.1% | -13.0% | +17.1% |
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