+262.1%
AVGO vs FLEX
+300.7%
-38.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.0% | -3.2% | +3.3% |
| 7D | -0.9% | -7.2% | +6.3% | +2.0% |
| 30D | -11.6% | -34.8% | +23.1% | +5.5% |
| 3M | -25.2% | -35.6% | +10.4% | -10.7% |
| 6M | -25.4% | -45.0% | +19.6% | -6.1% |
| YTD | -7.2% | +29.4% | -36.6% | -33.0% |
| 1Y | -7.9% | +24.8% | -32.7% | -32.0% |
| 3Y | +262.1% | +304.4% | -42.3% | +37.6% |
| All | +262.1% | +300.7% | -38.6% | +37.6% |
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