+20.5%
ADP vs FAST
+32.0%
-11.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.4% |
| 7D | +6.4% | +3.4% | +2.9% | +6.2% |
| 30D | +16.6% | +5.5% | +11.1% | +16.3% |
| 3M | +12.9% | +7.6% | +5.3% | +12.4% |
| 6M | +45.7% | +19.8% | +25.8% | +44.9% |
| YTD | +20.6% | +35.5% | -14.8% | +13.6% |
| 1Y | +20.5% | +31.6% | -11.1% | +14.3% |
| All | +20.5% | +32.0% | -11.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling