+2,660.6%
AVGO vs A
+302.9%
+2,357.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.1% |
| 7D | +18.2% | -0.5% | +18.6% | +18.4% |
| 30D | +0.2% | 0.0% | +0.2% | +0.4% |
| 3M | -16.8% | +16.7% | -33.5% | -23.6% |
| 6M | -16.5% | +54.8% | -71.3% | -35.4% |
| YTD | +0.8% | +28.8% | -28.0% | -14.2% |
| 1Y | +2.8% | +19.3% | -16.5% | -8.6% |
| 3Y | +278.5% | +65.5% | +213.0% | +164.7% |
| 5Y | +573.1% | +12.1% | +561.0% | +485.0% |
| All | +2,660.6% | +302.9% | +2,357.8% | +998.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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