+365.7%
ALAB vs FDS
-38.2%
+403.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.7% | -8.0% |
| 7D | +3.2% | -5.4% | +8.6% | +1.7% |
| 30D | -13.6% | +1.6% | -15.1% | -13.0% |
| 3M | -16.6% | +17.7% | -34.3% | -11.8% |
| 6M | +142.3% | +29.1% | +113.3% | +155.0% |
| YTD | +73.6% | +1.0% | +72.7% | +85.5% |
| 1Y | +33.7% | -21.6% | +55.3% | +51.0% |
| All | +365.7% | -38.2% | +403.8% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling