+38.5%
FAST vs ADM
+27.8%
+10.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | +8.6% | -14.7% | +23.3% | +9.9% |
| 3M | +6.9% | -10.4% | +17.3% | +7.5% |
| 6M | +29.6% | -10.9% | +40.5% | +30.1% |
| YTD | +41.4% | +26.0% | +15.4% | +25.8% |
| 1Y | +38.5% | +26.5% | +12.0% | +22.8% |
| All | +38.5% | +27.8% | +10.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling