+18.6%
AVGO vs FIG
-77.7%
+96.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.9% |
| 7D | +6.1% | -14.3% | +20.3% | +7.0% |
| 30D | -2.7% | -13.6% | +10.9% | -1.9% |
| 3M | -16.9% | -23.7% | +6.8% | -15.8% |
| 6M | -19.1% | -5.4% | -13.8% | -19.5% |
| YTD | +0.3% | -49.2% | +49.5% | +4.1% |
| 1Y | -1.2% | -57.4% | +56.2% | +3.3% |
| All | +18.6% | -77.7% | +96.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling