+47.8%
ADP vs FAST
+91.8%
-44.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.2% | +2.1% | +1.2% | +2.7% |
| 30D | +14.9% | +6.9% | +8.0% | +13.0% |
| 3M | +11.6% | +4.8% | +6.8% | +10.2% |
| 6M | +48.5% | +19.8% | +28.7% | +41.5% |
| YTD | +20.6% | +34.9% | -14.3% | +9.2% |
| 1Y | +23.7% | +32.8% | -9.1% | +12.6% |
| 3Y | +47.8% | +93.7% | -46.0% | +18.9% |
| All | +47.8% | +91.8% | -44.0% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling