+25,809.4%
AVGO vs FFIV
+728.9%
+25,080.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -9.9% | -8.1% | -1.8% | -6.3% |
| 30D | -22.0% | -33.4% | +11.4% | -7.9% |
| 3M | -30.0% | -24.7% | -5.3% | -22.2% |
| 6M | -30.7% | -8.8% | -21.9% | -29.5% |
| YTD | -14.7% | +21.8% | -36.4% | -24.9% |
| 1Y | -16.8% | +25.3% | -42.1% | -27.8% |
| 3Y | +244.4% | +101.2% | +143.3% | +141.9% |
| 5Y | +474.0% | +40.2% | +433.8% | +366.2% |
| 10Y | +2,122.6% | +129.0% | +1,993.6% | +1,333.7% |
| All | +25,809.4% | +728.9% | +25,080.5% | +10,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling