+570.0%
AVGO vs FIX
+1,026.2%
-456.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | +18.2% | +9.4% | +8.7% | +13.3% |
| 30D | +0.2% | -27.8% | +28.0% | +14.9% |
| 3M | -16.8% | -35.6% | +18.8% | -0.2% |
| 6M | -16.5% | -45.2% | +28.8% | +6.5% |
| YTD | +0.8% | +19.5% | -18.7% | -13.6% |
| 1Y | +2.8% | +24.2% | -21.4% | -13.5% |
| 3Y | +278.5% | +494.2% | -215.6% | +45.5% |
| All | +570.0% | +1,026.2% | -456.2% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling