-25.2%
AVGO vs FPS
-44.1%
+19.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +16.0% | -7.2% | +4.1% |
| 7D | -0.9% | -8.0% | +7.1% | +0.2% |
| 30D | -11.6% | -43.5% | +31.9% | +0.3% |
| 3M | -25.2% | -41.6% | +16.4% | -16.0% |
| All | -25.2% | -44.1% | +19.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 6mo: compounded portfolio wealth divided by compounded FPS 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…
6mo analysis · Full analysis span regression · 6 months rolling