-6.8%
AVGO vs FRMI
-93.1%
+86.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.6% | +8.6% | -0.5% |
| 7D | -7.5% | -39.7% | +32.3% | -0.8% |
| 30D | -10.2% | -55.2% | +45.0% | -0.1% |
| 3M | -22.0% | -71.2% | +49.1% | -8.7% |
| 6M | -21.6% | -64.1% | +42.5% | -13.6% |
| YTD | -5.4% | -77.2% | +71.8% | +7.5% |
| 1Y | -6.8% | -93.2% | +86.3% | +39.5% |
| All | -6.8% | -93.1% | +86.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling