+2,300.3%
AVGO vs F
+88.0%
+2,212.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.1% | +8.6% |
| 7D | -0.9% | -0.6% | -0.2% | -0.7% |
| 30D | -11.6% | +2.9% | -14.5% | -12.6% |
| 3M | -25.2% | -9.5% | -15.7% | -23.2% |
| 6M | -25.4% | +4.0% | -29.5% | -27.6% |
| YTD | -7.2% | -1.3% | -5.9% | -8.9% |
| 1Y | -7.9% | -1.9% | -6.0% | -9.4% |
| 3Y | +262.1% | +53.5% | +208.6% | +189.5% |
| 5Y | +525.7% | -15.1% | +540.8% | +494.6% |
| 10Y | +2,300.3% | +81.0% | +2,219.3% | +1,456.3% |
| All | +2,300.3% | +88.0% | +2,212.4% | +1,456.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling