+30.9%
QCOM vs FAST
+100.5%
-69.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | +7.7% | -0.8% | +8.5% | +8.0% |
| 3M | -30.1% | +5.8% | -35.8% | -32.4% |
| 6M | +22.8% | +8.0% | +14.9% | +16.3% |
| YTD | +0.2% | +25.6% | -25.4% | -13.7% |
| 1Y | +7.9% | +0.8% | +7.0% | +5.6% |
| 3Y | +55.8% | +86.1% | -30.3% | -1.5% |
| All | +30.9% | +100.5% | -69.7% | -22.7% |
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 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