+31,416.6%
AVGO vs FTI
+431.7%
+30,984.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | +5.3% | -8.2% | -4.4% |
| 30D | -14.4% | +15.3% | -29.8% | -18.1% |
| 3M | -14.4% | +15.8% | -30.2% | -18.4% |
| 6M | +13.1% | +22.6% | -9.4% | +5.6% |
| YTD | +3.8% | +79.5% | -75.8% | -13.6% |
| 1Y | +17.8% | +102.0% | -84.2% | -5.7% |
| 3Y | +325.3% | +315.8% | +9.4% | +172.2% |
| 5Y | +689.9% | +1,129.5% | -439.6% | +246.2% |
| 10Y | +2,597.0% | +320.9% | +2,276.1% | +1,243.2% |
| All | +31,416.6% | +431.7% | +30,984.9% | +13,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling