+2,628.7%
AVGO vs FAST
+492.5%
+2,136.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -14.4% | -0.8% | -13.7% | -14.2% |
| 3M | -14.4% | +5.8% | -20.2% | -17.1% |
| 6M | +13.1% | +8.0% | +5.1% | +7.9% |
| YTD | +3.8% | +25.6% | -21.8% | -8.8% |
| 1Y | +17.8% | +0.8% | +17.0% | +14.4% |
| 3Y | +325.3% | +86.1% | +239.2% | +189.9% |
| 5Y | +689.9% | +100.2% | +589.7% | +414.2% |
| All | +2,628.7% | +492.5% | +2,136.1% | +1,099.8% |
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