+2,646.4%
AVGO vs FFIV
+126.3%
+2,520.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +6.1% | -2.9% | +9.0% | +8.2% |
| 30D | -2.7% | -32.4% | +29.7% | +18.8% |
| 3M | -16.9% | -22.7% | +5.8% | -6.7% |
| 6M | -19.1% | -10.7% | -8.5% | -17.0% |
| YTD | +0.3% | +25.4% | -25.1% | -17.6% |
| 1Y | -1.2% | +34.2% | -35.4% | -22.3% |
| 3Y | +272.4% | +101.2% | +171.2% | +126.5% |
| 5Y | +579.0% | +42.0% | +537.1% | +395.2% |
| All | +2,646.4% | +126.3% | +2,520.1% | +1,288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling