+17,889.7%
FAST vs ARWR
-97.0%
+17,986.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +1.7% | -2.0% | -0.4% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +5.8% | +14.9% | -9.1% | +5.6% |
| 6M | +8.0% | +32.6% | -24.6% | +7.8% |
| YTD | +25.6% | +30.0% | -4.4% | +25.4% |
| 1Y | +0.8% | +208.4% | -207.5% | +0.1% |
| 3Y | +86.1% | +208.8% | -122.7% | +84.3% |
| 5Y | +100.2% | +27.8% | +72.4% | +98.9% |
| 10Y | +494.2% | +1,107.6% | -613.4% | +480.9% |
| All | +17,889.7% | -97.0% | +17,986.7% | +17,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling