+711.1%
AVGO vs FTI
+1,177.2%
-466.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -13.7% | +5.0% | -18.8% | -14.9% |
| 3M | -6.9% | +13.8% | -20.8% | -10.6% |
| 6M | +5.8% | +22.9% | -17.1% | -0.7% |
| YTD | +5.7% | +75.0% | -69.3% | -10.2% |
| 1Y | +9.0% | +96.9% | -87.9% | -10.6% |
| 3Y | +340.5% | +276.7% | +63.8% | +206.6% |
| 5Y | +711.1% | +1,157.0% | -446.0% | +324.8% |
| All | +711.1% | +1,177.2% | -466.2% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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