+1,526.4%
AVGO vs FOXA
+92.4%
+1,434.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -13.0% | +5.0% | -18.0% | -14.6% |
| 3M | -6.0% | -3.0% | -2.9% | -6.4% |
| 6M | +6.4% | +14.8% | -8.4% | -0.7% |
| YTD | +5.0% | -8.9% | +13.9% | +6.0% |
| 1Y | +1.4% | +13.3% | -11.9% | -6.1% |
| 3Y | +336.8% | +115.4% | +221.4% | +212.7% |
| 5Y | +698.2% | +95.3% | +602.9% | +483.6% |
| All | +1,526.4% | +92.4% | +1,434.1% | +958.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling