+8.2%
ASML vs FAST
+20.5%
-12.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.7% |
| 7D | -10.0% | +3.4% | -13.4% | -10.3% |
| 30D | -19.4% | +5.5% | -24.9% | -20.0% |
| 3M | -12.5% | +7.6% | -20.1% | -13.2% |
| 6M | +8.2% | +19.8% | -11.6% | +3.8% |
| All | +8.2% | +20.5% | -12.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling