+244.4%
AVGO vs FAST
+91.8%
+152.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -9.9% | +2.1% | -12.0% | -10.2% |
| 30D | -22.0% | +6.9% | -28.9% | -22.9% |
| 3M | -30.0% | +4.8% | -34.9% | -30.6% |
| 6M | -30.7% | +19.8% | -50.5% | -33.3% |
| YTD | -14.7% | +34.9% | -49.6% | -20.7% |
| 1Y | -16.8% | +32.8% | -49.6% | -22.4% |
| 3Y | +244.4% | +93.7% | +150.7% | +140.0% |
| All | +244.4% | +91.8% | +152.6% | +140.0% |
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