+25,809.4%
AVGO vs F
+193.7%
+25,615.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -9.9% | +1.6% | -11.5% | -10.5% |
| 30D | -22.0% | +2.6% | -24.6% | -22.9% |
| 3M | -30.0% | -8.8% | -21.2% | -28.1% |
| 6M | -30.7% | +4.6% | -35.4% | -33.3% |
| YTD | -14.7% | -1.9% | -12.8% | -16.4% |
| 1Y | -16.8% | -0.8% | -16.0% | -18.9% |
| 3Y | +244.4% | +43.5% | +200.9% | +174.8% |
| 5Y | +474.0% | -12.1% | +486.1% | +434.8% |
| 10Y | +2,122.6% | +83.6% | +2,038.9% | +1,234.9% |
| All | +25,809.4% | +193.7% | +25,615.7% | +12,183.8% |
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