+120.2%
ADBE vs FAST
+586.8%
-466.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -4.4% | +2.1% | -6.4% | -5.3% |
| 30D | +2.8% | +6.9% | -4.1% | -0.6% |
| 3M | -8.0% | +4.8% | -12.9% | -10.4% |
| 6M | -4.3% | +19.8% | -24.1% | -12.9% |
| YTD | -31.6% | +34.9% | -66.5% | -42.4% |
| 1Y | -26.9% | +32.8% | -59.7% | -38.0% |
| 3Y | -57.7% | +93.7% | -151.4% | -71.4% |
| 5Y | -63.9% | +105.3% | -169.2% | -76.5% |
| All | +120.2% | +586.8% | -466.6% | +0.3% |
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