+244.4%
AVGO vs FN
+101.0%
+143.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -10.9% | -4.1% |
| 7D | -9.9% | 0.0% | -9.9% | -10.6% |
| 30D | -22.0% | -34.3% | +12.3% | -8.2% |
| 3M | -30.0% | -39.9% | +9.8% | -16.3% |
| 6M | -30.7% | -51.8% | +21.1% | -11.2% |
| YTD | -14.7% | -28.1% | +13.5% | -14.1% |
| 1Y | -16.8% | -29.1% | +12.3% | -16.0% |
| 3Y | +244.4% | +102.4% | +142.0% | +81.3% |
| All | +244.4% | +101.0% | +143.4% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling