+105.3%
FAST vs ARWR
-28.9%
+134.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +2.1% | -2.9% | +5.0% | +2.3% |
| 30D | +6.9% | -5.4% | +12.3% | +7.3% |
| 3M | +4.8% | -32.2% | +37.1% | +8.3% |
| 6M | +19.8% | -26.5% | +46.3% | +22.3% |
| YTD | +34.9% | -12.4% | +47.3% | +35.0% |
| 1Y | +32.8% | +46.9% | -14.1% | +26.1% |
| 3Y | +93.7% | +116.0% | -22.2% | +67.2% |
| All | +105.3% | -28.9% | +134.2% | +82.9% |
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