+547.9%
FAST vs ADM
+100.2%
+447.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +3.8% | -7.8% | +11.7% | +6.6% |
| 30D | +8.1% | -12.6% | +20.7% | +12.9% |
| 3M | +5.8% | -8.2% | +14.0% | +8.2% |
| 6M | +24.9% | -8.9% | +33.8% | +27.5% |
| YTD | +38.9% | +24.0% | +14.9% | +26.0% |
| 1Y | +36.5% | +26.2% | +10.3% | +22.8% |
| 3Y | +98.1% | +7.0% | +91.1% | +82.6% |
| 5Y | +109.3% | +24.9% | +84.5% | +70.7% |
| 10Y | +547.9% | +102.6% | +445.3% | +275.7% |
| All | +547.9% | +100.2% | +447.7% | +275.7% |
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