+26.4%
AVGO vs FIG
-73.2%
+99.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.7% | +8.7% | +3.3% |
| 7D | -0.3% | -16.4% | +16.1% | +0.6% |
| 30D | -13.8% | -2.3% | -11.5% | -13.8% |
| 3M | -6.9% | +7.8% | -14.7% | -7.6% |
| 6M | +11.9% | -21.8% | +33.8% | +13.1% |
| YTD | +6.9% | -39.1% | +46.0% | +9.9% |
| 1Y | +7.4% | -56.6% | +64.1% | +13.3% |
| All | +26.4% | -73.2% | +99.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling