+11.2%
AVGO vs FRMI
-77.3%
+88.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.5% | -8.5% | +1.5% |
| 7D | -0.3% | +23.3% | -23.6% | -3.0% |
| 30D | -13.8% | -7.6% | -6.2% | -13.6% |
| 3M | -6.9% | +0.2% | -7.1% | -9.3% |
| 6M | +11.9% | -28.7% | +40.6% | +12.5% |
| YTD | +6.9% | -28.6% | +35.5% | +5.1% |
| All | +11.2% | -77.3% | +88.4% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling