-6.8%
AVGO vs FDS
+31.1%
-38.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -1.3% |
| 7D | -7.5% | +9.4% | -16.9% | -5.5% |
| 30D | -10.2% | +23.8% | -34.0% | -5.8% |
| 3M | -22.0% | +25.1% | -47.2% | -17.6% |
| 6M | -21.6% | +53.8% | -75.4% | -13.6% |
| YTD | -5.4% | +19.6% | -25.0% | +2.0% |
| 1Y | -6.8% | +31.6% | -38.5% | +8.9% |
| All | -6.8% | +31.1% | -38.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling