+325.4%
AVGO vs F
+45.7%
+279.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -3.0% | +5.3% | -8.3% | -4.0% |
| 30D | -14.4% | +4.6% | -19.0% | -15.4% |
| 3M | -14.4% | -3.7% | -10.8% | -13.9% |
| 6M | +13.1% | +16.8% | -3.7% | +8.6% |
| YTD | +3.8% | +15.3% | -11.5% | -0.4% |
| 1Y | +17.8% | +31.0% | -13.2% | +9.2% |
| All | +325.4% | +45.7% | +279.8% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling