+575.3%
FAST vs BAH
+220.7%
+354.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.4% |
| 7D | +2.1% | -3.5% | +5.6% | +3.0% |
| 30D | +6.9% | +24.3% | -17.4% | +0.5% |
| 3M | +4.8% | +16.3% | -11.5% | +0.1% |
| 6M | +19.8% | +13.6% | +6.2% | +14.4% |
| YTD | +34.9% | +3.5% | +31.4% | +30.3% |
| 1Y | +32.8% | +2.7% | +30.1% | +28.2% |
| 3Y | +93.7% | -26.6% | +120.3% | +96.8% |
| 5Y | +105.3% | +8.5% | +96.8% | +73.6% |
| All | +575.3% | +220.7% | +354.6% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling