+2,475.6%
AVGO vs FIX
+3,723.8%
-1,248.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | 0.0% | -13.9% | +13.9% | +5.8% |
| 30D | -8.2% | -35.5% | +27.4% | +8.9% |
| 3M | -21.3% | -33.9% | +12.7% | -8.2% |
| 6M | -22.5% | -43.3% | +20.8% | -5.0% |
| YTD | -3.6% | +18.7% | -22.2% | -14.4% |
| 1Y | -6.7% | +13.8% | -20.4% | -15.7% |
| 3Y | +258.1% | +495.0% | -236.8% | +62.2% |
| 5Y | +560.9% | +1,049.0% | -488.2% | +129.6% |
| 10Y | +2,475.6% | +3,644.4% | -1,168.8% | +484.3% |
| All | +2,475.6% | +3,723.8% | -1,248.2% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling