+474.0%
AVGO vs FDS
-22.8%
+496.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.1% |
| 7D | -9.9% | -0.5% | -9.4% | -9.9% |
| 30D | -22.0% | +20.2% | -42.2% | -24.0% |
| 3M | -30.0% | +19.9% | -49.9% | -32.1% |
| 6M | -30.7% | +56.2% | -86.9% | -37.6% |
| YTD | -14.7% | +14.6% | -29.2% | -15.3% |
| 1Y | -16.8% | +31.6% | -48.4% | -22.5% |
| 3Y | +244.4% | -23.8% | +268.2% | +299.7% |
| All | +474.0% | -22.8% | +496.8% | +567.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling