+207.4%
ALAB vs FDS
-29.9%
+237.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +5.1% |
| 7D | -26.3% | -0.5% | -25.8% | -26.2% |
| 30D | -50.1% | +20.2% | -70.3% | -47.0% |
| 3M | -42.5% | +19.9% | -62.3% | -38.5% |
| 6M | -10.8% | +56.2% | -67.0% | -1.7% |
| YTD | +14.6% | +14.6% | +0.1% | +28.8% |
| 1Y | +17.1% | +31.6% | -14.5% | +28.3% |
| All | +207.4% | -29.9% | +237.3% | +242.2% |
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