+2.4%
QCOM vs FAST
+38.4%
-36.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +13.0% | +5.0% | +8.0% | +11.4% |
| 30D | +0.2% | +8.6% | -8.4% | -2.1% |
| 3M | +9.2% | +6.9% | +2.3% | +7.1% |
| 6M | -15.0% | +29.6% | -44.6% | -20.7% |
| YTD | +5.2% | +41.4% | -36.2% | -9.9% |
| 1Y | +2.4% | +38.5% | -36.2% | -10.9% |
| All | +2.4% | +38.4% | -36.1% | -10.9% |
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