+296.4%
ARM vs FAST
+93.4%
+203.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.6% |
| 7D | +5.5% | -0.4% | +5.8% | +5.6% |
| 30D | -8.2% | -0.8% | -7.4% | -7.9% |
| 3M | -35.9% | +5.8% | -41.7% | -37.5% |
| 6M | +103.1% | +8.0% | +95.1% | +95.1% |
| YTD | +130.6% | +25.6% | +105.0% | +104.9% |
| 1Y | +86.1% | +0.8% | +85.3% | +84.9% |
| All | +296.4% | +93.4% | +203.0% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling