+345.6%
AVGO vs FLEX
+475.0%
-129.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.0% |
| 7D | -0.3% | +7.0% | -7.3% | -3.3% |
| 30D | -13.8% | -5.8% | -8.0% | -11.8% |
| 3M | -6.9% | -24.2% | +17.3% | +3.2% |
| 6M | +11.9% | +90.8% | -78.9% | -28.6% |
| YTD | +6.9% | +89.2% | -82.3% | -32.5% |
| 1Y | +7.4% | +104.7% | -97.3% | -36.0% |
| 3Y | +345.6% | +478.1% | -132.5% | +70.6% |
| All | +345.6% | +475.0% | -129.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling