+474.0%
AVGO vs FFIV
+39.5%
+434.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -9.9% | -8.1% | -1.8% | -5.5% |
| 30D | -22.0% | -33.4% | +11.4% | -4.5% |
| 3M | -30.0% | -24.7% | -5.3% | -20.9% |
| 6M | -30.7% | -8.8% | -21.9% | -30.6% |
| YTD | -14.7% | +21.8% | -36.4% | -30.3% |
| 1Y | -16.8% | +25.3% | -42.1% | -33.5% |
| 3Y | +244.4% | +101.2% | +143.3% | +96.2% |
| All | +474.0% | +39.5% | +434.5% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling