+12,003.5%
AMD vs AVGO
+25,306.9%
-13,303.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.6% |
| 7D | -11.0% | -9.9% | -1.1% | -4.1% |
| 30D | -30.5% | -22.0% | -8.5% | -17.4% |
| 3M | -8.2% | -30.0% | +21.8% | +16.1% |
| 6M | +6.6% | -30.7% | +37.3% | +36.4% |
| YTD | +109.7% | -14.7% | +124.4% | +135.4% |
| 1Y | +88.9% | -16.8% | +105.7% | +113.8% |
| 3Y | +301.8% | +244.4% | +57.4% | +63.2% |
| 5Y | +229.4% | +474.0% | -244.7% | -0.3% |
| 10Y | +6,745.1% | +2,122.6% | +4,622.5% | +882.3% |
| All | +12,003.5% | +25,306.9% | -13,303.4% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling