+30,513.3%
AVGO vs FTI
+341.3%
+30,172.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.8% | -5.4% |
| 7D | +18.2% | +4.3% | +13.8% | +16.7% |
| 30D | +0.2% | -4.7% | +4.9% | +1.5% |
| 3M | -16.8% | -13.5% | -3.3% | -13.4% |
| 6M | -16.5% | -8.7% | -7.7% | -15.0% |
| YTD | +0.8% | +49.0% | -48.2% | -11.6% |
| 1Y | +2.8% | +54.0% | -51.2% | -10.8% |
| 3Y | +278.5% | +211.6% | +66.9% | +163.9% |
| 5Y | +573.1% | +881.9% | -308.8% | +216.9% |
| 10Y | +2,598.7% | +188.1% | +2,410.6% | +1,430.1% |
| All | +30,513.3% | +341.3% | +30,172.0% | +13,385.5% |
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