+158.7%
ADBE vs FAST
+506.5%
-347.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | -8.6% | -0.4% | -8.2% | -8.4% |
| 30D | +2.8% | -0.8% | +3.6% | +3.0% |
| 3M | +3.1% | +5.8% | -2.6% | +0.2% |
| 6M | -2.4% | +8.0% | -10.4% | -7.3% |
| YTD | -23.9% | +25.6% | -49.5% | -33.5% |
| 1Y | -22.6% | +0.8% | -23.4% | -24.4% |
| 3Y | -52.7% | +86.1% | -138.8% | -67.5% |
| 5Y | -60.0% | +100.2% | -160.2% | -73.5% |
| All | +158.7% | +506.5% | -347.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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