+249.6%
ALAB vs FDS
-30.1%
+279.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.4% | +14.1% | +13.6% |
| 7D | -5.6% | -5.0% | -0.6% | -7.0% |
| 30D | -36.6% | +13.8% | -50.4% | -33.8% |
| 3M | -35.1% | +14.8% | -49.9% | -31.4% |
| 6M | +8.5% | +47.4% | -38.8% | +20.0% |
| YTD | +30.4% | +14.2% | +16.2% | +46.3% |
| 1Y | +31.0% | +26.6% | +4.4% | +44.2% |
| All | +249.6% | -30.1% | +279.7% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling