+7.2%
QCOM vs FAST
+102.7%
-95.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.2% |
| 7D | -15.5% | +0.7% | -16.1% | -15.7% |
| 30D | -13.4% | +4.6% | -18.1% | -15.6% |
| 3M | 0.0% | +6.4% | -6.3% | -3.4% |
| 6M | -15.2% | +20.6% | -35.8% | -23.9% |
| YTD | -6.9% | +34.7% | -41.6% | -22.8% |
| 1Y | -11.0% | +29.7% | -40.6% | -24.4% |
| 3Y | +39.8% | +89.9% | -50.2% | -11.4% |
| 5Y | +7.2% | +105.0% | -97.8% | -37.3% |
| All | +7.2% | +102.7% | -95.5% | -37.3% |
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