+345.6%
AVGO vs FITB
+133.7%
+211.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.2% |
| 7D | -0.3% | +2.8% | -3.1% | -1.2% |
| 30D | -13.8% | -4.5% | -9.3% | -12.7% |
| 3M | -6.9% | +5.7% | -12.6% | -8.8% |
| 6M | +11.9% | +17.1% | -5.2% | +5.4% |
| YTD | +6.9% | +18.3% | -11.5% | -0.5% |
| 1Y | +7.4% | +23.9% | -16.5% | -1.9% |
| 3Y | +345.6% | +131.1% | +214.5% | +259.1% |
| All | +345.6% | +133.7% | +211.9% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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