+693.7%
AVGO vs FRSH
-72.4%
+766.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -0.8% | -9.6% | +8.8% | +1.0% |
| 30D | -13.7% | -0.4% | -13.3% | -13.9% |
| 3M | -6.9% | +27.2% | -34.1% | -12.2% |
| 6M | +5.8% | +42.2% | -36.4% | -3.1% |
| YTD | +5.7% | -2.6% | +8.3% | +4.1% |
| 1Y | +9.0% | -10.2% | +19.2% | +9.1% |
| 3Y | +340.5% | -45.5% | +386.0% | +375.1% |
| All | +693.7% | -72.4% | +766.2% | +703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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