+1,502.7%
BA vs FAST
+76,596.6%
-75,093.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | +5.9% | +3.4% | +2.5% | +4.9% |
| 30D | -8.2% | +5.5% | -13.7% | -9.6% |
| 3M | -25.4% | +7.6% | -33.0% | -27.0% |
| 6M | -20.0% | +19.8% | -39.8% | -24.5% |
| YTD | -18.5% | +35.5% | -53.9% | -26.1% |
| 1Y | -10.6% | +31.6% | -42.2% | -18.3% |
| 3Y | -9.3% | +91.0% | -100.3% | -26.6% |
| 5Y | -16.9% | +105.1% | -122.0% | -34.6% |
| 10Y | +37.9% | +598.2% | -560.4% | -23.3% |
| All | +1,502.7% | +76,596.6% | -75,093.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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