+25.2%
AVGO vs FIG
-77.7%
+102.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +25.0% | +2.6% | +22.4% | +24.8% |
| 30D | +2.0% | -13.1% | +15.0% | +2.8% |
| 3M | -12.3% | -20.3% | +8.1% | -11.3% |
| 6M | -12.8% | -2.1% | -10.7% | -13.4% |
| YTD | +5.9% | -49.4% | +55.2% | +9.9% |
| 1Y | +3.3% | -57.0% | +60.3% | +8.0% |
| All | +25.2% | -77.7% | +102.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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