+2,672.8%
AVGO vs FIVE
+470.8%
+2,201.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.4% |
| 7D | -3.0% | +4.3% | -7.2% | -4.2% |
| 30D | -14.4% | +12.5% | -26.9% | -17.9% |
| 3M | -14.4% | +31.2% | -45.7% | -21.9% |
| 6M | +13.1% | +14.4% | -1.2% | +7.4% |
| YTD | +3.8% | +33.9% | -30.1% | -6.2% |
| 1Y | +17.8% | +65.1% | -47.3% | -0.3% |
| 3Y | +325.3% | +49.0% | +276.3% | +241.7% |
| 5Y | +689.9% | +30.3% | +659.6% | +533.8% |
| All | +2,672.8% | +470.8% | +2,201.9% | +1,480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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