+2,660.6%
AVGO vs FDS
+127.7%
+2,533.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +18.2% | +1.5% | +16.7% | +17.5% |
| 30D | +0.2% | +14.8% | -14.6% | -5.2% |
| 3M | -16.8% | +16.3% | -33.1% | -22.5% |
| 6M | -16.5% | +66.2% | -82.7% | -35.3% |
| YTD | +0.8% | +16.2% | -15.4% | -9.3% |
| 1Y | +2.8% | +21.8% | -19.0% | -10.5% |
| 3Y | +278.5% | -23.9% | +302.4% | +314.4% |
| 5Y | +573.1% | -23.1% | +596.2% | +620.2% |
| All | +2,660.6% | +127.7% | +2,533.0% | +1,537.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling