+495.4%
FAST vs ARMK
+350.8%
+144.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +5.8% | +6.7% | -0.9% | +4.2% |
| 6M | +8.0% | +38.8% | -30.8% | +0.4% |
| YTD | +25.6% | +55.2% | -29.6% | +14.0% |
| 1Y | +0.8% | +46.6% | -45.8% | -7.5% |
| 3Y | +86.1% | +112.9% | -26.8% | +56.6% |
| 5Y | +100.2% | +144.0% | -43.8% | +62.4% |
| 10Y | +494.2% | +132.4% | +361.8% | +407.6% |
| All | +495.4% | +350.8% | +144.5% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling