+2.8%
AVGO vs FFIV
+28.7%
-25.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.0% |
| 7D | +18.2% | -0.5% | +18.7% | +18.4% |
| 30D | +0.2% | -32.4% | +32.6% | +8.9% |
| 3M | -16.8% | -25.7% | +8.9% | -12.3% |
| 6M | -16.5% | -13.5% | -3.0% | -14.7% |
| YTD | +0.8% | +21.1% | -20.3% | -3.8% |
| 1Y | +2.8% | +29.4% | -26.6% | -2.5% |
| All | +2.8% | +28.7% | -25.9% | -2.5% |
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