+2,770.9%
AVGO vs FANG
+182.5%
+2,588.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | +2.9% | -1.7% | +0.5% |
| 30D | -13.0% | +2.6% | -15.6% | -13.5% |
| 3M | -6.0% | +7.6% | -13.5% | -7.8% |
| 6M | +6.4% | +17.3% | -11.0% | +2.0% |
| YTD | +5.0% | +38.7% | -33.7% | -3.2% |
| 1Y | +1.4% | +51.6% | -50.3% | -8.5% |
| 3Y | +336.8% | +50.0% | +286.9% | +290.3% |
| 5Y | +698.2% | +237.6% | +460.6% | +489.8% |
| All | +2,770.9% | +182.5% | +2,588.5% | +1,702.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling