-11.0%
QCOM vs FAST
+31.1%
-42.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.3% |
| 7D | -15.5% | +0.7% | -16.1% | -15.6% |
| 30D | -13.4% | +4.6% | -18.1% | -14.5% |
| 3M | 0.0% | +6.4% | -6.3% | -1.8% |
| 6M | -15.2% | +20.6% | -35.8% | -19.7% |
| YTD | -6.9% | +34.7% | -41.6% | -19.6% |
| 1Y | -11.0% | +29.7% | -40.6% | -20.7% |
| All | -11.0% | +31.1% | -42.1% | -20.7% |
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