+29,187.4%
AVGO vs FDS
+610.1%
+28,577.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | 0.0% | -2.0% | +1.9% | +0.7% |
| 30D | -8.2% | +13.5% | -21.7% | -13.7% |
| 3M | -21.3% | +15.2% | -36.4% | -27.5% |
| 6M | -22.5% | +47.0% | -69.6% | -38.8% |
| YTD | -3.6% | +13.9% | -17.4% | -15.4% |
| 1Y | -6.7% | +25.2% | -31.9% | -23.0% |
| 3Y | +258.1% | -25.3% | +283.5% | +282.0% |
| 5Y | +560.9% | -23.3% | +584.2% | +582.7% |
| 10Y | +2,475.6% | +126.0% | +2,349.6% | +1,267.4% |
| All | +29,187.4% | +610.1% | +28,577.3% | +7,538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling