+162.2%
ARM vs FAST
+107.3%
+54.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -12.8% |
| 7D | -27.1% | +0.7% | -27.8% | -27.3% |
| 30D | -44.9% | +4.6% | -49.5% | -46.0% |
| 3M | -39.3% | +6.4% | -45.6% | -41.0% |
| 6M | -20.2% | +20.6% | -40.8% | -26.4% |
| YTD | +52.5% | +34.7% | +17.9% | +31.4% |
| 1Y | +4.1% | +29.7% | -25.6% | -8.7% |
| 3Y | +211.7% | +89.9% | +121.8% | +120.1% |
| All | +162.2% | +107.3% | +54.8% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling