+12,772.5%
AMD vs AVGO
+30,805.4%
-18,032.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -3.0% | +5.5% | +4.5% |
| 30D | -0.9% | -14.4% | +13.5% | +8.7% |
| 3M | -8.7% | -14.4% | +5.7% | +1.2% |
| 6M | +136.3% | +13.1% | +123.2% | +119.1% |
| YTD | +123.0% | +3.8% | +119.2% | +117.8% |
| 1Y | +195.2% | +17.8% | +177.4% | +160.3% |
| 3Y | +336.3% | +325.3% | +11.1% | +52.8% |
| 5Y | +334.5% | +689.9% | -355.5% | +6.4% |
| 10Y | +6,259.1% | +2,597.0% | +3,662.1% | +694.6% |
| All | +12,772.5% | +30,805.4% | -18,032.9% | +279.4% |
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