+258.1%
AVGO vs FAST
+97.8%
+160.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | 0.0% | +4.8% | -4.8% | -0.8% |
| 30D | -8.2% | +8.6% | -16.8% | -9.4% |
| 3M | -21.3% | +5.7% | -27.0% | -22.0% |
| 6M | -22.5% | +25.5% | -48.0% | -25.9% |
| YTD | -3.6% | +39.6% | -43.2% | -10.7% |
| 1Y | -6.7% | +35.5% | -42.2% | -13.0% |
| 3Y | +258.1% | +96.2% | +161.9% | +155.3% |
| All | +258.1% | +97.8% | +160.3% | +155.3% |
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