+110.2%
FAST vs BAH
+10.2%
+100.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +5.7% | +13.1% | -7.4% | +3.4% |
| 6M | +25.5% | +15.2% | +10.3% | +21.9% |
| YTD | +39.6% | +6.0% | +33.6% | +36.3% |
| 1Y | +35.5% | +3.1% | +32.4% | +32.8% |
| 3Y | +96.2% | -26.2% | +122.4% | +96.1% |
| 5Y | +110.2% | +9.3% | +100.9% | +79.0% |
| All | +110.2% | +10.2% | +100.0% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling