+244.4%
AVGO vs FIX
+448.6%
-204.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -1.8% |
| 7D | -9.9% | -17.5% | +7.5% | -2.2% |
| 30D | -22.0% | -41.6% | +19.6% | -0.7% |
| 3M | -30.0% | -40.6% | +10.5% | -12.4% |
| 6M | -30.7% | -49.4% | +18.6% | -7.7% |
| YTD | -14.7% | +9.2% | -23.9% | -24.9% |
| 1Y | -16.8% | +6.5% | -23.2% | -25.8% |
| 3Y | +244.4% | +448.7% | -204.3% | +35.4% |
| All | +244.4% | +448.6% | -204.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling