+537.5%
FAST vs ADM
+127.5%
+409.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.0% | +0.7% | +4.3% | +4.7% |
| 30D | +8.6% | -14.7% | +23.3% | +14.4% |
| 3M | +6.9% | -10.4% | +17.3% | +10.4% |
| 6M | +29.6% | -10.9% | +40.5% | +33.5% |
| YTD | +41.4% | +26.0% | +15.4% | +27.5% |
| 1Y | +38.5% | +26.5% | +12.0% | +24.5% |
| 3Y | +98.7% | +8.2% | +90.5% | +82.4% |
| 5Y | +108.0% | +24.0% | +84.1% | +70.3% |
| All | +537.5% | +127.5% | +409.9% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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