+110.2%
FAST vs ADM
+23.4%
+86.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +4.8% | -1.8% | +6.6% | +5.2% |
| 30D | +8.6% | -13.3% | +21.9% | +11.5% |
| 3M | +5.7% | -13.4% | +19.0% | +8.3% |
| 6M | +25.5% | -9.6% | +35.1% | +27.1% |
| YTD | +39.6% | +23.0% | +16.6% | +31.8% |
| 1Y | +35.5% | +27.4% | +8.1% | +26.9% |
| 3Y | +96.2% | +5.7% | +90.5% | +86.1% |
| 5Y | +110.2% | +22.1% | +88.1% | +81.9% |
| All | +110.2% | +23.4% | +86.8% | +81.9% |
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