+400.4%
ALAB vs FDS
-35.4%
+435.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.5% | +13.3% | +8.8% |
| 7D | +7.2% | -1.9% | +9.1% | +6.7% |
| 30D | -2.5% | +9.0% | -11.5% | 0.0% |
| 3M | -13.3% | +18.9% | -32.2% | -7.4% |
| 6M | +172.8% | +35.1% | +137.7% | +190.4% |
| YTD | +86.6% | +5.5% | +81.1% | +101.7% |
| 1Y | +65.2% | -16.8% | +82.0% | +88.0% |
| All | +400.4% | -35.4% | +435.8% | +436.1% |
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