-6.8%
AVGO vs FFIV
+33.5%
-40.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.5% | -9.8% | +2.3% | -5.2% |
| 30D | -10.2% | -28.1% | +17.9% | -4.1% |
| 3M | -22.0% | -20.0% | -2.0% | -19.6% |
| 6M | -21.6% | -0.1% | -21.5% | -22.8% |
| YTD | -5.4% | +29.2% | -34.6% | -12.0% |
| 1Y | -6.8% | +36.6% | -43.4% | -13.1% |
| All | -6.8% | +33.5% | -40.3% | -13.1% |
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