+531.8%
FAST vs ARMK
+125.8%
+406.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +8.6% | -1.3% | +9.9% | +8.7% |
| 3M | +5.7% | -2.5% | +8.2% | +5.9% |
| 6M | +25.5% | +20.8% | +4.7% | +20.2% |
| YTD | +39.6% | +48.2% | -8.6% | +28.3% |
| 1Y | +35.5% | +45.7% | -10.2% | +24.9% |
| 3Y | +96.2% | +96.6% | -0.4% | +69.2% |
| 5Y | +110.2% | +106.6% | +3.6% | +77.6% |
| 10Y | +531.8% | +132.6% | +399.3% | +489.8% |
| All | +531.8% | +125.8% | +406.0% | +489.8% |
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