+1,367.3%
AAPL vs AVGO
+2,616.0%
-1,248.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +2.1% |
| 7D | +4.1% | +18.2% | -14.0% | -2.1% |
| 30D | +4.0% | +0.2% | +3.7% | +3.0% |
| 3M | +16.8% | -16.8% | +33.6% | +22.9% |
| 6M | +19.4% | -16.5% | +35.9% | +23.2% |
| YTD | +31.5% | +0.8% | +30.7% | +25.0% |
| 1Y | +31.0% | +2.8% | +28.2% | +22.2% |
| 3Y | +95.3% | +278.5% | -183.3% | -13.5% |
| 5Y | +143.4% | +573.1% | -429.7% | -23.9% |
| All | +1,367.3% | +2,616.0% | -1,248.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 10y: compounded portfolio wealth divided by compounded AVGO 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…
10y analysis · Full analysis span regression · 6 months rolling