+537.5%
FAST vs ARMK
+131.1%
+406.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +5.0% | +7.1% | -2.1% | +3.6% |
| 30D | +8.6% | -1.6% | +10.2% | +8.8% |
| 3M | +6.9% | -10.5% | +17.5% | +9.1% |
| 6M | +29.6% | +11.8% | +17.8% | +26.2% |
| YTD | +41.4% | +47.3% | -5.8% | +30.1% |
| 1Y | +38.5% | +41.5% | -3.0% | +28.4% |
| 3Y | +98.7% | +95.3% | +3.4% | +71.7% |
| 5Y | +108.0% | +108.1% | -0.1% | +75.6% |
| All | +537.5% | +131.1% | +406.4% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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