+35.5%
FAST vs BAH
+2.9%
+32.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +8.6% | +18.2% | -9.6% | +7.3% |
| 3M | +5.7% | +13.1% | -7.4% | +4.7% |
| 6M | +25.5% | +15.2% | +10.3% | +23.5% |
| YTD | +39.6% | +6.0% | +33.6% | +35.3% |
| 1Y | +35.5% | +3.1% | +32.4% | +31.3% |
| All | +35.5% | +2.9% | +32.6% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling