+6,882.0%
AMD vs AVGO
+2,623.6%
+4,258.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.5% |
| 7D | +2.6% | -3.0% | +5.5% | +4.7% |
| 30D | -0.9% | -14.4% | +13.5% | +9.9% |
| 3M | -8.7% | -14.4% | +5.7% | +2.4% |
| 6M | +136.3% | +13.1% | +123.2% | +116.1% |
| YTD | +123.0% | +3.8% | +119.2% | +116.1% |
| 1Y | +195.2% | +17.8% | +177.4% | +153.8% |
| 3Y | +336.3% | +325.3% | +11.1% | +18.8% |
| 5Y | +334.5% | +689.9% | -355.5% | -26.5% |
| All | +6,882.0% | +2,623.6% | +4,258.4% | +363.0% |
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