+46,613.4%
QCOM vs FAST
+44,662.7%
+1,950.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | 0.0% | +6.4% | -6.3% | -2.4% |
| 6M | -15.2% | +20.6% | -35.8% | -21.4% |
| YTD | -6.9% | +34.7% | -41.6% | -17.8% |
| 1Y | -11.0% | +29.7% | -40.6% | -20.2% |
| 3Y | +39.8% | +89.9% | -50.2% | +7.1% |
| 5Y | +7.2% | +105.0% | -97.8% | -20.3% |
| 10Y | +207.7% | +594.2% | -386.5% | +44.8% |
| All | +46,613.4% | +44,662.7% | +1,950.8% | +4,424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling