+2,475.6%
AVGO vs FAST
+545.6%
+1,930.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | 0.0% | +4.8% | -4.8% | -2.1% |
| 30D | -8.2% | +8.6% | -16.8% | -11.7% |
| 3M | -21.3% | +5.7% | -27.0% | -23.5% |
| 6M | -22.5% | +25.5% | -48.0% | -31.2% |
| YTD | -3.6% | +39.6% | -43.2% | -19.7% |
| 1Y | -6.7% | +35.5% | -42.2% | -21.4% |
| 3Y | +258.1% | +96.2% | +161.9% | +137.2% |
| 5Y | +560.9% | +110.2% | +450.7% | +317.3% |
| 10Y | +2,475.6% | +531.8% | +1,943.8% | +944.2% |
| All | +2,475.6% | +545.6% | +1,930.0% | +944.2% |
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 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