+297.5%
AVGO vs FND
-38.2%
+335.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +6.6% |
| 7D | +25.0% | -5.1% | +30.1% | +26.4% |
| 30D | +2.0% | +9.2% | -7.2% | -0.6% |
| 3M | -12.3% | -17.7% | +5.4% | -8.5% |
| 6M | -12.8% | +2.5% | -15.3% | -15.1% |
| YTD | +5.9% | -19.8% | +25.7% | +8.6% |
| 1Y | +3.3% | -22.7% | +26.0% | +7.0% |
| All | +297.5% | -38.2% | +335.6% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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