-2.5%
QCOM vs FAST
+30.1%
-32.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +0.4% | +2.1% | -1.7% | -0.1% |
| 30D | -6.6% | +6.9% | -13.5% | -8.3% |
| 3M | +3.7% | +4.8% | -1.1% | +2.3% |
| 6M | -13.3% | +19.8% | -33.1% | -17.5% |
| YTD | -1.8% | +34.9% | -36.7% | -14.1% |
| 1Y | -2.5% | +32.8% | -35.3% | -14.1% |
| All | -2.5% | +30.1% | -32.6% | -14.1% |
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