+201.6%
ARM vs FAST
+108.6%
+93.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.9% |
| 7D | -18.7% | +3.4% | -22.1% | -19.8% |
| 30D | -36.7% | +5.5% | -42.2% | -38.2% |
| 3M | -31.6% | +7.6% | -39.2% | -33.9% |
| 6M | -5.6% | +19.8% | -25.5% | -12.8% |
| YTD | +75.5% | +35.5% | +40.0% | +50.8% |
| 1Y | +19.3% | +31.6% | -12.3% | +3.9% |
| 3Y | +258.6% | +91.0% | +167.5% | +152.6% |
| All | +201.6% | +108.6% | +93.1% | +111.0% |
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