-16.8%
AVGO vs FN
-33.3%
+16.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -10.9% | -3.1% |
| 7D | -9.9% | 0.0% | -9.9% | -10.3% |
| 30D | -22.0% | -34.3% | +12.3% | -11.4% |
| 3M | -30.0% | -39.9% | +9.8% | -19.5% |
| 6M | -30.7% | -51.8% | +21.1% | -15.5% |
| YTD | -14.7% | -28.1% | +13.5% | -16.8% |
| 1Y | -16.8% | -29.1% | +12.3% | -17.4% |
| All | -16.8% | -33.3% | +16.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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