+1,821.9%
BA vs FAST
+71,032.6%
-69,210.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +1.2% | -0.4% | +1.5% | +1.2% |
| 30D | -11.6% | -0.8% | -10.9% | -11.5% |
| 3M | -2.4% | +5.8% | -8.1% | -4.2% |
| 6M | -6.6% | +8.0% | -14.6% | -9.2% |
| YTD | -2.2% | +25.6% | -27.9% | -9.4% |
| 1Y | -8.0% | +0.8% | -8.8% | -9.1% |
| 3Y | -5.0% | +86.1% | -91.1% | -22.7% |
| 5Y | -2.7% | +100.2% | -102.9% | -22.9% |
| 10Y | +75.9% | +494.2% | -418.3% | +2.3% |
| All | +1,821.9% | +71,032.6% | -69,210.6% | +325.6% |
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