+67.7%
ASML vs FAST
+102.7%
-35.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.0% |
| 7D | -19.0% | +0.7% | -19.7% | -19.3% |
| 30D | -25.9% | +4.6% | -30.6% | -28.0% |
| 3M | -19.1% | +6.4% | -25.4% | -22.2% |
| 6M | -5.7% | +20.6% | -26.3% | -16.3% |
| YTD | +27.6% | +34.7% | -7.1% | +4.6% |
| 1Y | +30.8% | +29.7% | +1.1% | +9.6% |
| 3Y | +116.2% | +89.9% | +26.3% | +27.1% |
| 5Y | +67.7% | +105.0% | -37.3% | -10.6% |
| All | +67.7% | +102.7% | -35.0% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling