-6.8%
AVGO vs FERG
+3.8%
-10.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.6% |
| 7D | -7.5% | +7.7% | -15.2% | -9.2% |
| 30D | -10.2% | +11.5% | -21.7% | -12.7% |
| 3M | -22.0% | -2.4% | -19.7% | -21.4% |
| 6M | -21.6% | -4.0% | -17.6% | -20.2% |
| YTD | -5.4% | +13.4% | -18.8% | -9.9% |
| 1Y | -6.8% | +3.1% | -9.9% | -8.8% |
| All | -6.8% | +3.8% | -10.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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