+97.4%
FAST vs ABCL
+210.0%
-112.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.8% | +2.3% | +2.5% | +4.7% |
| 30D | +8.6% | -0.7% | +9.3% | +8.5% |
| 3M | +5.7% | +33.4% | -27.7% | +3.7% |
| 6M | +25.5% | +137.8% | -112.3% | +18.3% |
| YTD | +39.6% | +264.3% | -224.7% | +27.3% |
| 1Y | +35.5% | +209.2% | -173.7% | +24.6% |
| All | +97.4% | +210.0% | -112.5% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling