+336.8%
AVGO vs FWONK
+44.6%
+292.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | -7.7% | -5.3% | -11.3% |
| 3M | -6.0% | +5.7% | -11.7% | -8.3% |
| 6M | +6.4% | +13.5% | -7.1% | +1.2% |
| YTD | +5.0% | -3.0% | +7.9% | +5.1% |
| 1Y | +1.4% | -6.4% | +7.8% | +2.6% |
| 3Y | +336.8% | +43.8% | +293.0% | +280.3% |
| All | +336.8% | +44.6% | +292.2% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling