+31,416.6%
AVGO vs FLEX
+2,576.2%
+28,840.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.6% |
| 30D | -14.4% | -10.1% | -4.3% | -10.4% |
| 3M | -14.4% | -31.3% | +16.9% | +0.1% |
| 6M | +13.1% | +71.3% | -58.1% | -20.5% |
| YTD | +3.8% | +81.2% | -77.5% | -29.7% |
| 1Y | +17.8% | +98.5% | -80.7% | -23.9% |
| 3Y | +325.3% | +428.2% | -103.0% | +67.8% |
| 5Y | +689.9% | +657.3% | +32.7% | +156.9% |
| 10Y | +2,597.0% | +995.9% | +1,601.1% | +529.7% |
| All | +31,416.6% | +2,576.2% | +28,840.4% | +4,718.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling