+24.8%
ALAB vs FDS
+26.9%
-2.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.4% | +14.1% | +13.5% |
| 7D | -5.6% | -5.0% | -0.6% | -8.0% |
| 30D | -36.6% | +13.8% | -50.4% | -31.6% |
| 3M | -35.1% | +14.8% | -49.9% | -28.6% |
| 6M | +8.5% | +47.4% | -38.8% | +34.0% |
| YTD | +30.4% | +14.2% | +16.2% | +49.2% |
| All | +24.8% | +26.9% | -2.1% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling