+129.1%
ASML vs FAST
+2.3%
+126.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +2.2% | -0.8% | +3.0% | +2.4% |
| 3M | -2.3% | +5.8% | -8.0% | -3.3% |
| 6M | +23.0% | +8.0% | +15.0% | +20.1% |
| YTD | +61.1% | +25.6% | +35.4% | +57.3% |
| 1Y | +129.1% | +0.8% | +128.3% | +112.8% |
| All | +129.1% | +2.3% | +126.8% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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