+137.3%
FAST vs BAM
+80.8%
+56.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +5.0% | -2.0% | +7.0% | +5.5% |
| 30D | +8.6% | +13.7% | -5.1% | +5.1% |
| 3M | +6.9% | -4.8% | +11.7% | +7.9% |
| 6M | +29.6% | +7.6% | +22.0% | +26.6% |
| YTD | +41.4% | +1.2% | +40.3% | +39.7% |
| 1Y | +38.5% | -2.3% | +40.8% | +37.9% |
| 3Y | +98.7% | +84.1% | +14.6% | +66.1% |
| All | +137.3% | +80.8% | +56.5% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling