+31.6%
FAST vs BAM
+4.2%
+27.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +0.7% |
| 7D | +3.4% | +14.2% | -10.8% | +1.1% |
| 30D | +5.5% | +21.0% | -15.5% | +2.2% |
| 3M | +7.6% | +5.2% | +2.4% | +6.6% |
| 6M | +19.8% | +16.0% | +3.8% | +16.6% |
| YTD | +35.5% | +6.5% | +29.0% | +33.1% |
| 1Y | +31.6% | +4.4% | +27.2% | +29.4% |
| All | +31.6% | +4.2% | +27.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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