+325.4%
AVGO vs FAST
+86.1%
+239.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.3% |
| 3M | -14.4% | +5.8% | -20.2% | -15.5% |
| 6M | +13.1% | +8.0% | +5.1% | +10.7% |
| YTD | +3.8% | +25.6% | -21.8% | -2.8% |
| 1Y | +17.8% | +0.8% | +17.0% | +18.4% |
| All | +325.4% | +86.1% | +239.3% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling