+2,475.6%
AVGO vs FIVE
+562.8%
+1,912.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | 0.0% | +7.3% | -7.4% | -2.1% |
| 30D | -8.2% | +18.1% | -26.2% | -12.8% |
| 3M | -21.3% | +7.7% | -29.0% | -23.6% |
| 6M | -22.5% | +13.6% | -36.1% | -26.2% |
| YTD | -3.6% | +34.6% | -38.1% | -13.2% |
| 1Y | -6.7% | +66.2% | -72.9% | -21.4% |
| 3Y | +258.1% | +43.5% | +214.7% | +190.9% |
| 5Y | +560.9% | +20.7% | +540.2% | +443.6% |
| 10Y | +2,475.6% | +541.5% | +1,934.1% | +1,317.5% |
| All | +2,475.6% | +562.8% | +1,912.8% | +1,317.5% |
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