+107.2%
FAST vs ARWR
+28.5%
+78.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +5.8% | +14.9% | -9.1% | +4.1% |
| 6M | +8.0% | +32.6% | -24.6% | +4.5% |
| YTD | +25.6% | +30.0% | -4.4% | +21.6% |
| 1Y | +0.8% | +208.4% | -207.5% | -10.8% |
| 3Y | +86.1% | +208.8% | -122.7% | +55.5% |
| All | +107.2% | +28.5% | +78.7% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling