+69,298.0%
FAST vs ADM
+1,908.9%
+67,389.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | +3.8% | -4.1% | -1.6% |
| 30D | -0.8% | +9.8% | -10.5% | -3.9% |
| 3M | +5.8% | +2.1% | +3.6% | +4.5% |
| 6M | +8.0% | +27.5% | -19.5% | -1.2% |
| YTD | +25.6% | +50.2% | -24.6% | +8.9% |
| 1Y | +0.8% | +40.6% | -39.8% | -11.1% |
| 3Y | +86.1% | +17.2% | +68.9% | +68.8% |
| 5Y | +100.2% | +61.9% | +38.3% | +59.8% |
| 10Y | +494.2% | +159.3% | +334.9% | +296.9% |
| All | +69,298.0% | +1,908.9% | +67,389.1% | +22,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling