+31,416.6%
AVGO vs F
+245.2%
+31,171.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -3.0% | +5.3% | -8.3% | -4.9% |
| 30D | -14.4% | +4.6% | -19.0% | -16.2% |
| 3M | -14.4% | -3.7% | -10.8% | -13.6% |
| 6M | +13.1% | +16.8% | -3.7% | +4.8% |
| YTD | +3.8% | +15.3% | -11.5% | -3.9% |
| 1Y | +17.8% | +31.0% | -13.2% | +2.8% |
| 3Y | +325.3% | +45.4% | +279.8% | +238.6% |
| 5Y | +689.9% | +54.7% | +635.3% | +481.8% |
| 10Y | +2,597.0% | +98.2% | +2,498.8% | +1,493.2% |
| All | +31,416.6% | +245.2% | +31,171.4% | +14,011.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling