+31,416.6%
AVGO vs FAST
+1,552.2%
+29,864.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -14.4% | -0.8% | -13.7% | -14.2% |
| 3M | -14.4% | +5.8% | -20.2% | -17.3% |
| 6M | +13.1% | +8.0% | +5.1% | +7.6% |
| YTD | +3.8% | +25.6% | -21.8% | -9.3% |
| 1Y | +17.8% | +0.8% | +17.0% | +14.0% |
| 3Y | +325.3% | +86.1% | +239.2% | +190.1% |
| 5Y | +689.9% | +100.2% | +589.7% | +415.2% |
| 10Y | +2,597.0% | +494.2% | +2,102.8% | +874.7% |
| All | +31,416.6% | +1,552.2% | +29,864.4% | +6,066.7% |
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