-43.6%
ALAB vs FAST
+6.3%
-50.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.6% | -19.0% | -19.7% |
| 7D | -38.2% | +0.7% | -38.9% | -37.9% |
| 30D | -54.0% | +4.6% | -58.6% | -53.8% |
| 3M | -43.6% | +6.4% | -50.0% | -44.9% |
| All | -43.6% | +6.3% | -50.0% | -44.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling