+244.4%
AVGO vs FDS
-23.2%
+267.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.5% |
| 7D | -9.9% | -0.5% | -9.4% | -9.9% |
| 30D | -22.0% | +20.2% | -42.2% | -21.2% |
| 3M | -30.0% | +19.9% | -49.9% | -29.2% |
| 6M | -30.7% | +56.2% | -86.9% | -30.6% |
| YTD | -14.7% | +14.6% | -29.2% | -10.3% |
| 1Y | -16.8% | +31.6% | -48.4% | -15.4% |
| 3Y | +244.4% | -23.8% | +268.2% | +280.7% |
| All | +244.4% | -23.2% | +267.6% | +280.7% |
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