+31,416.6%
AVGO vs FFIV
+941.3%
+30,475.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | -14.4% | -5.1% | -9.4% | -12.5% |
| 3M | -14.4% | -4.5% | -10.0% | -12.8% |
| 6M | +13.1% | +36.5% | -23.3% | -2.7% |
| YTD | +3.8% | +53.0% | -49.2% | -15.8% |
| 1Y | +17.8% | +24.2% | -6.4% | +3.9% |
| 3Y | +325.3% | +137.2% | +188.0% | +182.5% |
| 5Y | +689.9% | +91.8% | +598.2% | +468.9% |
| 10Y | +2,597.0% | +215.2% | +2,381.8% | +1,446.7% |
| All | +31,416.6% | +941.3% | +30,475.4% | +11,905.6% |
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