+332.9%
AVGO vs FDS
-27.1%
+360.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.1% |
| 7D | -3.0% | -1.9% | -1.0% | -3.0% |
| 30D | -14.4% | +9.0% | -23.5% | -14.3% |
| 3M | -14.4% | +18.9% | -33.3% | -13.8% |
| 6M | +13.1% | +35.1% | -22.0% | +12.5% |
| YTD | +3.8% | +5.5% | -1.7% | +8.1% |
| 1Y | +17.8% | -16.8% | +34.6% | +31.5% |
| All | +332.9% | -27.1% | +360.0% | +367.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling