+691.7%
AVGO vs FIVE
+31.2%
+660.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.3% |
| 7D | -3.0% | +4.3% | -7.2% | -4.1% |
| 30D | -14.4% | +12.5% | -26.9% | -17.6% |
| 3M | -14.4% | +31.2% | -45.7% | -21.4% |
| 6M | +13.1% | +14.4% | -1.2% | +7.8% |
| YTD | +3.8% | +33.9% | -30.1% | -5.4% |
| 1Y | +17.8% | +65.1% | -47.3% | +1.1% |
| 3Y | +325.3% | +49.0% | +276.3% | +242.6% |
| All | +691.7% | +31.2% | +660.4% | +532.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling