+499.9%
FAST vs ARWR
+1,117.8%
-617.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +5.8% | +14.9% | -9.1% | +4.5% |
| 6M | +8.0% | +32.6% | -24.6% | +5.4% |
| YTD | +25.6% | +30.0% | -4.4% | +22.7% |
| 1Y | +0.8% | +208.4% | -207.5% | -7.7% |
| 3Y | +86.1% | +208.8% | -122.7% | +64.8% |
| 5Y | +100.2% | +27.8% | +72.4% | +83.1% |
| All | +499.9% | +1,117.8% | -617.9% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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