+2,890.3%
AVGO vs FDS
+78.9%
+2,811.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +4.6% |
| 7D | -0.3% | -5.4% | +5.1% | +1.6% |
| 30D | -13.8% | +1.6% | -15.4% | -14.7% |
| 3M | -6.9% | +17.7% | -24.7% | -14.9% |
| 6M | +11.9% | +29.1% | -17.1% | -3.7% |
| YTD | +6.9% | +1.0% | +5.9% | +2.4% |
| 1Y | +7.4% | -21.6% | +29.0% | +15.9% |
| 3Y | +345.6% | -30.1% | +375.7% | +400.3% |
| 5Y | +718.9% | -20.7% | +739.6% | +736.1% |
| All | +2,890.3% | +78.9% | +2,811.4% | +1,906.2% |
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