+319.9%
ADP vs FAST
+541.9%
-222.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.2% | +4.2% | -2.0% | +0.3% |
| 30D | +10.6% | +6.7% | +3.9% | +7.3% |
| 3M | +12.9% | +8.0% | +4.9% | +8.9% |
| 6M | +50.6% | +27.4% | +23.2% | +34.4% |
| YTD | +23.2% | +40.5% | -17.3% | +3.5% |
| 1Y | +25.3% | +38.4% | -13.1% | +5.9% |
| 3Y | +47.1% | +98.7% | -51.6% | +1.8% |
| 5Y | +50.1% | +106.7% | -56.6% | +0.2% |
| All | +319.9% | +541.9% | -222.0% | +78.7% |
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