+284.5%
ADP vs FAST
+492.5%
-208.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.4% |
| 7D | -3.4% | -0.4% | -3.1% | -3.3% |
| 30D | +2.8% | -0.8% | +3.6% | +3.0% |
| 3M | +20.9% | +5.8% | +15.2% | +17.6% |
| 6M | +29.9% | +8.0% | +21.9% | +24.0% |
| YTD | +9.6% | +25.6% | -16.0% | -2.9% |
| 1Y | -5.3% | +0.8% | -6.1% | -7.2% |
| 3Y | +16.5% | +86.1% | -69.6% | -16.9% |
| 5Y | +49.4% | +100.2% | -50.8% | +1.7% |
| All | +284.5% | +492.5% | -208.1% | +77.7% |
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