+93.4%
FAST vs ARMK
+83.8%
+9.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.4% |
| 7D | +0.7% | -10.2% | +10.9% | +3.4% |
| 30D | +4.6% | -9.3% | +13.9% | +7.1% |
| 3M | +6.4% | -11.4% | +17.8% | +9.3% |
| 6M | +20.6% | +11.6% | +9.0% | +15.9% |
| YTD | +34.7% | +37.5% | -2.8% | +21.8% |
| 1Y | +29.7% | +34.9% | -5.3% | +17.8% |
| All | +93.4% | +83.8% | +9.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling