+37,205.6%
ADI vs FAST
+76,279.5%
-39,073.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -12.8% | +2.1% | -14.9% | -13.5% |
| 30D | -11.3% | +6.9% | -18.2% | -13.7% |
| 3M | -3.4% | +4.8% | -8.2% | -5.2% |
| 6M | -12.0% | +19.8% | -31.8% | -18.2% |
| YTD | +35.3% | +34.9% | +0.4% | +19.9% |
| 1Y | +58.1% | +32.8% | +25.3% | +41.0% |
| 3Y | +127.4% | +93.7% | +33.6% | +74.3% |
| 5Y | +114.6% | +105.3% | +9.3% | +60.6% |
| 10Y | +589.3% | +595.4% | -6.0% | +226.4% |
| All | +37,205.6% | +76,279.5% | -39,073.9% | +4,894.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling