+102.2%
ALAB vs FPS
+24.3%
+78.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.1% | -10.0% | -8.9% |
| 7D | +3.2% | +10.4% | -7.2% | -3.4% |
| 30D | -13.6% | -16.5% | +3.0% | -3.0% |
| 3M | -16.6% | -45.5% | +28.9% | +18.2% |
| 6M | +142.3% | +2.1% | +140.2% | +141.2% |
| All | +102.2% | +24.3% | +78.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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