+25,618.8%
AVGO vs FAST
+1,671.1%
+23,947.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.6% | -9.8% | -10.1% |
| 7D | -15.5% | +0.7% | -16.2% | -15.8% |
| 30D | -22.4% | +4.6% | -27.1% | -24.3% |
| 3M | -30.2% | +6.4% | -36.5% | -32.6% |
| 6M | -31.6% | +20.6% | -52.1% | -38.3% |
| YTD | -15.3% | +34.7% | -50.0% | -28.7% |
| 1Y | -18.2% | +29.7% | -47.8% | -30.0% |
| 3Y | +241.2% | +89.9% | +151.2% | +130.5% |
| 5Y | +469.8% | +105.0% | +364.8% | +267.0% |
| 10Y | +2,106.2% | +594.2% | +1,512.1% | +634.9% |
| All | +25,618.8% | +1,671.1% | +23,947.8% | +4,748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling