+50,186.6%
QCOM vs FAST
+41,658.6%
+8,528.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +7.7% | -0.8% | +8.5% | +7.9% |
| 3M | -30.1% | +5.8% | -35.8% | -31.7% |
| 6M | +22.8% | +8.0% | +14.9% | +18.5% |
| YTD | +0.2% | +25.6% | -25.4% | -9.1% |
| 1Y | +7.9% | +0.8% | +7.0% | +6.1% |
| 3Y | +55.8% | +86.1% | -30.3% | +20.3% |
| 5Y | +30.1% | +100.2% | -70.1% | -2.3% |
| 10Y | +248.9% | +494.2% | -245.3% | +73.7% |
| All | +50,186.6% | +41,658.6% | +8,528.0% | +4,904.5% |
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