+148.2%
FAST vs ABCL
-80.5%
+228.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.6% | -0.2% |
| 7D | +2.1% | -3.2% | +5.3% | +2.2% |
| 30D | +6.9% | -7.4% | +14.3% | +7.1% |
| 3M | +4.8% | +81.9% | -77.1% | +0.5% |
| 6M | +19.8% | +135.7% | -115.9% | +12.2% |
| YTD | +34.9% | +247.4% | -212.5% | +22.7% |
| 1Y | +32.8% | +162.3% | -129.5% | +22.6% |
| 3Y | +93.7% | +165.5% | -71.7% | +72.4% |
| 5Y | +105.3% | -21.3% | +126.6% | +90.6% |
| All | +148.2% | -80.5% | +228.8% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling