+297.5%
AVGO vs FIVE
+40.2%
+257.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +5.9% |
| 7D | +25.0% | +2.4% | +22.5% | +24.2% |
| 30D | +2.0% | +15.8% | -13.9% | -1.8% |
| 3M | -12.3% | +3.8% | -16.0% | -13.5% |
| 6M | -12.8% | +18.5% | -31.3% | -17.0% |
| YTD | +5.9% | +31.2% | -25.4% | -2.2% |
| 1Y | +3.3% | +61.8% | -58.5% | -9.3% |
| All | +297.5% | +40.2% | +257.2% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling