+53.5%
ALAB vs FAST
+38.3%
+15.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +16.3% | +4.2% | +12.2% | +16.3% |
| 30D | -26.1% | +6.7% | -32.8% | -25.9% |
| 3M | -31.3% | +8.0% | -39.3% | -31.2% |
| 6M | -1.0% | +27.4% | -28.4% | +0.8% |
| YTD | +33.3% | +40.5% | -7.2% | +42.1% |
| 1Y | +53.5% | +38.4% | +15.2% | +63.2% |
| All | +53.5% | +38.3% | +15.2% | +63.2% |
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