+1,534.9%
ASML vs FAST
+545.6%
+989.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.9% | +4.8% | -7.6% | -5.2% |
| 30D | -15.2% | +8.6% | -23.8% | -19.0% |
| 3M | -12.9% | +5.7% | -18.6% | -15.7% |
| 6M | -5.0% | +25.5% | -30.5% | -16.8% |
| YTD | +41.8% | +39.6% | +2.2% | +16.0% |
| 1Y | +46.0% | +35.5% | +10.6% | +21.4% |
| 3Y | +133.5% | +96.2% | +37.3% | +50.5% |
| 5Y | +93.0% | +110.2% | -17.2% | +18.7% |
| 10Y | +1,534.9% | +531.8% | +1,003.1% | +536.7% |
| All | +1,534.9% | +545.6% | +989.3% | +536.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling