+107.2%
FAST vs ABCL
-41.3%
+148.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | +93.1% | -93.9% | -5.7% |
| 3M | +5.8% | +79.4% | -73.7% | +0.5% |
| 6M | +8.0% | +214.9% | -206.9% | -2.2% |
| YTD | +25.6% | +234.2% | -208.6% | +12.7% |
| 1Y | +0.8% | +174.8% | -173.9% | -9.1% |
| 3Y | +86.1% | +104.5% | -18.4% | +65.7% |
| All | +107.2% | -41.3% | +148.4% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling