+345.6%
AVGO vs FIVE
+59.0%
+286.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | -0.3% | +3.7% | -4.0% | -1.3% |
| 30D | -13.8% | +4.0% | -17.8% | -15.0% |
| 3M | -6.9% | +36.2% | -43.2% | -14.7% |
| 6M | +11.9% | +18.0% | -6.1% | +6.4% |
| YTD | +6.9% | +34.9% | -28.0% | -1.8% |
| 1Y | +7.4% | +67.9% | -60.5% | -6.6% |
| 3Y | +345.6% | +57.3% | +288.2% | +204.1% |
| All | +345.6% | +59.0% | +286.5% | +204.1% |
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