+2,798.6%
AVGO vs FAST
+546.1%
+2,252.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +25.0% | +5.0% | +20.0% | +22.3% |
| 30D | +2.0% | +8.6% | -6.6% | -1.9% |
| 3M | -12.3% | +6.9% | -19.2% | -15.2% |
| 6M | -12.8% | +29.6% | -42.4% | -23.7% |
| YTD | +5.9% | +41.4% | -35.6% | -12.5% |
| 1Y | +3.3% | +38.5% | -35.2% | -13.9% |
| 3Y | +293.1% | +98.7% | +194.3% | +158.6% |
| 5Y | +606.7% | +108.0% | +498.7% | +348.5% |
| All | +2,798.6% | +546.1% | +2,252.6% | +1,038.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling