+29.7%
FAST vs ABCL
+127.6%
-97.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | -0.3% |
| 7D | +0.7% | -14.9% | +15.6% | +1.1% |
| 30D | +4.6% | -15.4% | +20.0% | +5.0% |
| 3M | +6.4% | +88.0% | -81.6% | +2.7% |
| 6M | +20.6% | +138.8% | -118.2% | +13.4% |
| YTD | +34.7% | +225.4% | -190.8% | +21.7% |
| 1Y | +29.7% | +137.3% | -107.7% | +20.8% |
| All | +29.7% | +127.6% | -97.9% | +20.8% |
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