+174.6%
ARM vs FAST
+107.7%
+66.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.6% | +4.7% |
| 7D | -15.2% | +2.1% | -17.3% | -16.0% |
| 30D | -40.7% | +6.9% | -47.6% | -42.4% |
| 3M | -39.1% | +4.8% | -43.9% | -40.4% |
| 6M | -26.4% | +19.8% | -46.2% | -32.0% |
| YTD | +59.7% | +34.9% | +24.9% | +37.5% |
| 1Y | +10.3% | +32.8% | -22.4% | -4.4% |
| 3Y | +228.9% | +93.7% | +135.1% | +131.4% |
| All | +174.6% | +107.7% | +66.9% | +92.5% |
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