+579.0%
AVGO vs FAST
+113.6%
+465.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.5% |
| 7D | +6.1% | +4.3% | +1.8% | +4.4% |
| 30D | -2.7% | +8.3% | -11.0% | -5.8% |
| 3M | -16.9% | +6.5% | -23.4% | -19.1% |
| 6M | -19.1% | +29.5% | -48.7% | -28.1% |
| YTD | +0.3% | +41.3% | -41.0% | -15.6% |
| 1Y | -1.2% | +37.4% | -38.6% | -15.9% |
| 3Y | +272.4% | +98.5% | +173.9% | +136.8% |
| 5Y | +579.0% | +111.1% | +467.9% | +301.9% |
| All | +579.0% | +113.6% | +465.5% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling