+606.7%
ADI vs FAST
+506.5%
+100.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -3.8% | -0.8% | -3.0% | -3.5% |
| 3M | -15.3% | +5.8% | -21.0% | -18.1% |
| 6M | +6.7% | +8.0% | -1.3% | +1.7% |
| YTD | +34.8% | +25.6% | +9.1% | +17.6% |
| 1Y | +49.0% | +0.8% | +48.2% | +46.3% |
| 3Y | +108.1% | +86.1% | +22.0% | +42.3% |
| 5Y | +142.4% | +100.2% | +42.2% | +57.5% |
| All | +606.7% | +506.5% | +100.2% | +194.7% |
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