+2,660.6%
AVGO vs FAST
+541.9%
+2,118.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.5% |
| 7D | +18.2% | +4.2% | +14.0% | +16.1% |
| 30D | +0.2% | +6.7% | -6.5% | -2.8% |
| 3M | -16.8% | +8.0% | -24.8% | -20.0% |
| 6M | -16.5% | +27.4% | -43.9% | -26.3% |
| YTD | +0.8% | +40.5% | -39.7% | -16.4% |
| 1Y | +2.8% | +38.4% | -35.5% | -14.3% |
| 3Y | +278.5% | +98.7% | +179.9% | +148.9% |
| 5Y | +573.1% | +106.7% | +466.4% | +328.6% |
| All | +2,660.6% | +541.9% | +2,118.7% | +987.4% |
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