-1.2%
AVGO vs FIVE
+66.9%
-68.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +6.1% | -0.5% | +6.6% | +6.3% |
| 30D | -2.7% | +17.4% | -20.1% | -7.4% |
| 3M | -16.9% | +7.0% | -23.9% | -19.3% |
| 6M | -19.1% | +20.5% | -39.6% | -24.7% |
| YTD | +0.3% | +33.1% | -32.8% | -13.6% |
| 1Y | -1.2% | +67.1% | -68.3% | -25.7% |
| All | -1.2% | +66.9% | -68.1% | -25.7% |
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 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