+26,738.9%
AVGO vs FERG
+1,348.4%
+25,390.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | -14.4% | -10.2% | -4.3% | -12.8% |
| 3M | -14.4% | -0.6% | -13.8% | -14.4% |
| 6M | +13.1% | -6.5% | +19.7% | +14.2% |
| YTD | +3.8% | +4.2% | -0.4% | +2.7% |
| 1Y | +17.8% | -2.3% | +20.0% | +17.6% |
| 3Y | +325.3% | +48.5% | +276.8% | +297.1% |
| 5Y | +689.9% | +72.0% | +617.9% | +618.2% |
| 10Y | +2,597.0% | +369.9% | +2,227.1% | +2,218.8% |
| All | +26,738.9% | +1,348.4% | +25,390.5% | +21,974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling