+8.0%
AVGO vs FIVE
+62.8%
-54.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +6.0% |
| 7D | +25.0% | +2.4% | +22.5% | +24.0% |
| 30D | +2.0% | +15.8% | -13.9% | -2.4% |
| 3M | -12.3% | +3.8% | -16.0% | -13.8% |
| 6M | -12.8% | +18.5% | -31.3% | -18.1% |
| YTD | +5.9% | +31.2% | -25.4% | -7.1% |
| All | +8.0% | +62.8% | -54.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling