+17.8%
AVGO vs FLEX
+102.8%
-85.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -14.4% | -10.1% | -4.3% | -11.8% |
| 3M | -14.4% | -31.3% | +16.9% | -5.6% |
| 6M | +13.1% | +71.3% | -58.1% | -13.9% |
| YTD | +3.8% | +81.2% | -77.5% | -25.0% |
| 1Y | +17.8% | +98.5% | -80.7% | -22.6% |
| All | +17.8% | +102.8% | -85.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling