+301.8%
AMD vs AVGO
+244.1%
+57.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.6% |
| 7D | -11.0% | -9.9% | -1.1% | -4.6% |
| 30D | -30.5% | -22.0% | -8.5% | -18.5% |
| 3M | -8.2% | -30.0% | +21.8% | +13.9% |
| 6M | +6.6% | -30.7% | +37.3% | +33.3% |
| YTD | +109.7% | -14.7% | +124.4% | +135.2% |
| 1Y | +88.9% | -16.8% | +105.7% | +113.4% |
| 3Y | +301.8% | +244.4% | +57.4% | +75.7% |
| All | +301.8% | +244.1% | +57.7% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling