+499.9%
FAST vs BAH
+185.2%
+314.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | -0.4% | -3.2% | +2.9% | +0.5% |
| 30D | -0.8% | +2.0% | -2.8% | -1.4% |
| 3M | +5.8% | -7.6% | +13.4% | +7.6% |
| 6M | +8.0% | -5.7% | +13.7% | +8.4% |
| YTD | +25.6% | -11.7% | +37.4% | +27.3% |
| 1Y | +0.8% | -27.4% | +28.2% | +7.9% |
| 3Y | +86.1% | -32.5% | +118.6% | +91.9% |
| 5Y | +100.2% | -3.3% | +103.5% | +74.0% |
| All | +499.9% | +185.2% | +314.7% | +246.3% |
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