+339.7%
AVGO vs FERG
+52.4%
+287.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.6% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -13.7% | -15.1% | +1.3% | -7.6% |
| 3M | -6.9% | -4.8% | -2.1% | -5.3% |
| 6M | +5.8% | -2.5% | +8.2% | +6.0% |
| YTD | +5.7% | +1.8% | +3.9% | +3.1% |
| 1Y | +9.0% | -0.3% | +9.3% | +6.6% |
| All | +339.7% | +52.4% | +287.3% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling