+31,416.6%
AVGO vs FDS
+557.8%
+30,858.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.8% |
| 7D | -3.0% | -1.9% | -1.0% | -2.2% |
| 30D | -14.4% | +9.0% | -23.5% | -18.0% |
| 3M | -14.4% | +18.9% | -33.3% | -23.2% |
| 6M | +13.1% | +35.1% | -22.0% | -6.9% |
| YTD | +3.8% | +5.5% | -1.7% | -4.4% |
| 1Y | +17.8% | -16.8% | +34.6% | +21.3% |
| 3Y | +325.3% | -28.1% | +353.3% | +364.9% |
| 5Y | +689.9% | -17.4% | +707.3% | +681.4% |
| 10Y | +2,597.0% | +85.4% | +2,511.6% | +1,507.4% |
| All | +31,416.6% | +557.8% | +30,858.9% | +8,535.8% |
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