+695.6%
AVGO vs FOXA
+90.4%
+605.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.4% |
| 7D | +1.0% | -3.7% | +4.8% | +1.8% |
| 30D | -13.3% | +5.4% | -18.6% | -14.5% |
| 3M | -2.9% | -3.7% | +0.8% | -2.8% |
| 6M | +5.7% | +12.6% | -6.9% | +0.6% |
| YTD | +4.6% | -10.0% | +14.6% | +6.5% |
| 1Y | -1.6% | +15.0% | -16.7% | -8.4% |
| 3Y | +336.2% | +115.1% | +221.1% | +223.8% |
| 5Y | +695.6% | +93.0% | +602.6% | +505.3% |
| All | +695.6% | +90.4% | +605.2% | +505.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling