+84.2%
ASML vs FAST
+109.2%
-25.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.5% |
| 7D | -10.0% | +3.4% | -13.4% | -11.7% |
| 30D | -19.4% | +5.5% | -24.9% | -22.1% |
| 3M | -12.5% | +7.6% | -20.1% | -16.4% |
| 6M | +8.2% | +19.8% | -11.6% | -3.5% |
| YTD | +40.7% | +35.5% | +5.3% | +14.9% |
| 1Y | +46.1% | +31.6% | +14.5% | +21.4% |
| 3Y | +138.5% | +91.0% | +47.4% | +39.7% |
| 5Y | +84.2% | +105.1% | -20.9% | -2.8% |
| All | +84.2% | +109.2% | -25.0% | -2.8% |
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 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