+105.3%
FAST vs ADM
+24.5%
+80.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | -9.0% | +11.1% | +3.9% |
| 30D | +6.9% | -14.0% | +20.9% | +9.9% |
| 3M | +4.8% | -9.2% | +14.0% | +6.4% |
| 6M | +19.8% | -9.2% | +28.9% | +21.2% |
| YTD | +34.9% | +24.2% | +10.7% | +27.1% |
| 1Y | +32.8% | +27.0% | +5.8% | +24.5% |
| 3Y | +93.7% | +6.6% | +87.1% | +83.5% |
| All | +105.3% | +24.5% | +80.8% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling