+316.1%
ADP vs FAST
+545.6%
-229.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.2% | +4.8% | -1.6% | +1.0% |
| 30D | +12.8% | +8.6% | +4.2% | +8.6% |
| 3M | +12.3% | +5.7% | +6.6% | +9.3% |
| 6M | +45.4% | +25.5% | +19.9% | +30.6% |
| YTD | +21.4% | +39.6% | -18.2% | +2.3% |
| 1Y | +23.7% | +35.5% | -11.8% | +5.7% |
| 3Y | +43.6% | +96.2% | -52.6% | 0.0% |
| 5Y | +48.7% | +110.2% | -61.5% | -1.5% |
| 10Y | +316.1% | +531.8% | -215.8% | +77.0% |
| All | +316.1% | +545.6% | -229.6% | +77.0% |
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