+30,513.3%
AVGO vs FLR
+3.2%
+30,510.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.5% |
| 7D | +18.2% | +5.4% | +12.8% | +16.5% |
| 30D | +0.2% | +2.8% | -2.6% | -0.4% |
| 3M | -16.8% | -6.4% | -10.4% | -15.2% |
| 6M | -16.5% | +8.8% | -25.2% | -18.8% |
| YTD | +0.8% | +23.6% | -22.8% | -6.4% |
| 1Y | +2.8% | +13.8% | -11.0% | -2.3% |
| 3Y | +278.5% | +36.5% | +242.1% | +234.2% |
| 5Y | +573.1% | +119.3% | +453.7% | +407.1% |
| 10Y | +2,598.7% | +8.0% | +2,590.7% | +1,932.4% |
| All | +30,513.3% | +3.2% | +30,510.1% | +22,081.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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