+172.8%
ALAB vs FAST
+8.2%
+164.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +9.7% |
| 7D | +7.2% | -0.4% | +7.6% | +7.1% |
| 30D | -2.5% | -0.8% | -1.7% | -2.5% |
| 3M | -13.3% | +5.8% | -19.1% | -12.9% |
| 6M | +172.8% | +8.0% | +164.8% | +159.5% |
| All | +172.8% | +8.2% | +164.7% | +159.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling