-20.2%
ARM vs FAST
+18.8%
-39.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -12.9% |
| 7D | -27.1% | +0.7% | -27.8% | -27.2% |
| 30D | -44.9% | +4.6% | -49.5% | -45.7% |
| 3M | -39.3% | +6.4% | -45.6% | -40.8% |
| 6M | -20.2% | +20.6% | -40.8% | -23.2% |
| All | -20.2% | +18.8% | -39.0% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling