+105.3%
FAST vs ADM
+26.4%
+78.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -1.2% |
| 7D | +4.2% | +4.2% | 0.0% | +3.3% |
| 30D | +6.7% | -12.8% | +19.5% | +9.4% |
| 3M | +8.0% | -8.5% | +16.5% | +9.5% |
| 6M | +27.4% | -10.9% | +38.3% | +29.6% |
| YTD | +40.5% | +29.4% | +11.1% | +31.4% |
| 1Y | +38.4% | +27.5% | +10.8% | +29.7% |
| 3Y | +98.7% | +10.3% | +88.3% | +87.0% |
| All | +105.3% | +26.4% | +78.9% | +77.7% |
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 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