+17.8%
AVGO vs FFIV
+25.9%
-8.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.0% | -1.0% | -2.0% | -2.7% |
| 30D | -14.4% | -5.1% | -9.4% | -13.4% |
| 3M | -14.4% | -4.5% | -10.0% | -13.4% |
| 6M | +13.1% | +36.5% | -23.3% | +8.2% |
| YTD | +3.8% | +53.0% | -49.2% | -1.8% |
| 1Y | +17.8% | +24.2% | -6.4% | +15.0% |
| All | +17.8% | +25.9% | -8.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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