+131.2%
FAST vs ABCL
-81.3%
+212.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +5.8% | +79.4% | -73.7% | +1.4% |
| 6M | +8.0% | +214.9% | -206.9% | -0.5% |
| YTD | +25.6% | +234.2% | -208.6% | +14.9% |
| 1Y | +0.8% | +174.8% | -173.9% | -7.4% |
| 3Y | +86.1% | +104.5% | -18.4% | +68.8% |
| 5Y | +100.2% | -39.0% | +139.2% | +87.5% |
| All | +131.2% | -81.3% | +212.5% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling