+126.0%
FAST vs BAM
+84.5%
+41.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +0.1% |
| 7D | +0.7% | +7.9% | -7.3% | -1.2% |
| 30D | +4.6% | +16.0% | -11.4% | +0.8% |
| 3M | +6.4% | +0.6% | +5.7% | +5.9% |
| 6M | +20.6% | +10.5% | +10.1% | +17.0% |
| YTD | +34.7% | +3.2% | +31.5% | +32.4% |
| 1Y | +29.7% | +1.0% | +28.6% | +28.1% |
| 3Y | +89.9% | +84.2% | +5.7% | +58.6% |
| All | +126.0% | +84.5% | +41.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling