+19.3%
ARM vs FAST
+32.0%
-12.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.6% |
| 7D | -18.7% | +3.4% | -22.1% | -19.2% |
| 30D | -36.7% | +5.5% | -42.2% | -37.4% |
| 3M | -31.6% | +7.6% | -39.2% | -32.8% |
| 6M | -5.6% | +19.8% | -25.5% | -8.6% |
| YTD | +75.5% | +35.5% | +40.0% | +62.3% |
| 1Y | +19.3% | +31.6% | -12.3% | +10.6% |
| All | +19.3% | +32.0% | -12.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling