+606.7%
AVGO vs F
-15.3%
+622.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.4% |
| 7D | +25.0% | -3.9% | +28.9% | +26.5% |
| 30D | +2.0% | -0.5% | +2.4% | +1.9% |
| 3M | -12.3% | -12.9% | +0.6% | -9.0% |
| 6M | -12.8% | +1.5% | -14.3% | -14.8% |
| YTD | +5.9% | -5.0% | +10.9% | +5.1% |
| 1Y | +3.3% | -7.3% | +10.7% | +3.4% |
| 3Y | +293.1% | +45.3% | +247.8% | +213.9% |
| 5Y | +606.7% | -15.8% | +622.5% | +550.4% |
| All | +606.7% | -15.3% | +622.0% | +550.4% |
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