-6.8%
AVGO vs FLEX
+23.4%
-30.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.3% | +10.3% | +1.6% |
| 7D | -7.5% | -17.0% | +9.5% | -2.5% |
| 30D | -10.2% | -33.8% | +23.6% | +0.5% |
| 3M | -22.0% | -39.0% | +17.0% | -11.0% |
| 6M | -21.6% | -15.9% | -5.7% | -18.8% |
| YTD | -5.4% | +27.8% | -33.3% | -22.3% |
| 1Y | -6.8% | +25.0% | -31.8% | -21.2% |
| All | -6.8% | +23.4% | -30.3% | -21.2% |
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