+278.7%
AMD vs AVGO
+582.4%
-303.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +4.4% |
| 7D | +13.1% | +6.1% | +7.1% | +9.6% |
| 30D | -7.0% | -2.7% | -4.3% | -3.6% |
| 3M | +16.6% | -16.9% | +33.4% | +34.0% |
| 6M | +20.5% | -19.1% | +39.7% | +41.2% |
| YTD | +158.2% | +0.3% | +157.9% | +161.4% |
| 1Y | +132.8% | -1.2% | +134.0% | +135.6% |
| 3Y | +366.2% | +272.4% | +93.8% | +27.1% |
| 5Y | +278.7% | +579.0% | -300.4% | -45.0% |
| All | +278.7% | +582.4% | -303.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling