+19,282.0%
AVGO vs FN
+2,575.5%
+16,706.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -14.2% | +3.8% | -5.9% |
| 7D | -15.5% | -16.0% | +0.5% | -11.0% |
| 30D | -22.4% | -40.1% | +17.7% | -9.4% |
| 3M | -30.2% | -43.9% | +13.7% | -17.9% |
| 6M | -31.6% | -55.6% | +24.1% | -15.0% |
| YTD | -15.3% | -35.7% | +20.3% | -8.9% |
| 1Y | -18.2% | -39.8% | +21.6% | -10.2% |
| 3Y | +241.2% | +80.3% | +160.9% | +161.5% |
| 5Y | +469.8% | +143.3% | +326.5% | +290.7% |
| 10Y | +2,106.2% | +682.3% | +1,423.9% | +1,002.8% |
| All | +19,282.0% | +2,575.5% | +16,706.4% | +7,677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling