+2,062.4%
AVGO vs FIX
+3,608.1%
-1,545.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -1.5% |
| 7D | -9.9% | -17.5% | +7.5% | -3.2% |
| 30D | -22.0% | -41.6% | +19.6% | -3.8% |
| 3M | -30.0% | -40.6% | +10.5% | -14.9% |
| 6M | -30.7% | -49.4% | +18.6% | -11.2% |
| YTD | -14.7% | +9.2% | -23.9% | -21.6% |
| 1Y | -16.8% | +6.5% | -23.2% | -22.7% |
| 3Y | +244.4% | +448.7% | -204.3% | +62.2% |
| 5Y | +474.0% | +948.7% | -474.7% | +108.7% |
| All | +2,062.4% | +3,608.1% | -1,545.7% | +428.0% |
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