+31.6%
FAST vs ABCL
+138.2%
-106.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +3.4% | -10.0% | +13.4% | +3.7% |
| 30D | +5.5% | -10.9% | +16.4% | +5.8% |
| 3M | +7.6% | +101.6% | -94.1% | +3.8% |
| 6M | +19.8% | +167.5% | -147.7% | +12.4% |
| YTD | +35.5% | +259.1% | -223.6% | +22.4% |
| 1Y | +31.6% | +152.2% | -120.5% | +22.5% |
| All | +31.6% | +138.2% | -106.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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