+46.1%
ASML vs FAST
+32.0%
+14.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.0% |
| 7D | -10.0% | +3.4% | -13.4% | -10.8% |
| 30D | -19.4% | +5.5% | -24.9% | -20.7% |
| 3M | -12.5% | +7.6% | -20.1% | -14.4% |
| 6M | +8.2% | +19.8% | -11.6% | +1.7% |
| YTD | +40.7% | +35.5% | +5.3% | +23.7% |
| 1Y | +46.1% | +31.6% | +14.5% | +30.1% |
| All | +46.1% | +32.0% | +14.1% | +30.1% |
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