+691.7%
AVGO vs F
+55.4%
+636.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -3.0% | +5.3% | -8.3% | -4.6% |
| 30D | -14.4% | +4.6% | -19.0% | -15.9% |
| 3M | -14.4% | -3.7% | -10.8% | -13.7% |
| 6M | +13.1% | +16.8% | -3.7% | +6.3% |
| YTD | +3.8% | +15.3% | -11.5% | -2.5% |
| 1Y | +17.8% | +31.0% | -13.2% | +5.2% |
| 3Y | +325.3% | +45.4% | +279.8% | +248.9% |
| All | +691.7% | +55.4% | +636.3% | +554.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling