+74,290.4%
FAST vs ADM
+1,573.2%
+72,717.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.7% | -7.5% | +8.2% | +3.1% |
| 30D | +4.6% | -14.3% | +18.9% | +9.7% |
| 3M | +6.4% | -8.6% | +14.9% | +8.9% |
| 6M | +20.6% | -9.9% | +30.5% | +23.5% |
| YTD | +34.7% | +25.1% | +9.6% | +23.4% |
| 1Y | +29.7% | +28.8% | +0.8% | +17.5% |
| 3Y | +89.9% | +6.9% | +83.1% | +77.0% |
| 5Y | +105.0% | +25.9% | +79.1% | +77.3% |
| 10Y | +594.2% | +101.7% | +492.5% | +401.7% |
| All | +74,290.4% | +1,573.2% | +72,717.3% | +25,005.1% |
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