+3.3%
AVGO vs FDX
+50.3%
-46.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.7% |
| 7D | +25.0% | +0.8% | +24.2% | +24.7% |
| 30D | +2.0% | +9.9% | -7.9% | +0.8% |
| 3M | -12.3% | -1.9% | -10.4% | -11.9% |
| 6M | -12.8% | +6.1% | -18.9% | -13.9% |
| YTD | +5.9% | +38.8% | -32.9% | -5.1% |
| 1Y | +3.3% | +50.0% | -46.7% | -8.4% |
| All | +3.3% | +50.3% | -46.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling