+2,856.4%
AVGO vs A
+236.6%
+2,619.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -0.8% | -4.4% | +3.6% | +1.6% |
| 30D | -13.7% | -2.7% | -11.1% | -12.7% |
| 3M | -6.9% | +7.0% | -14.0% | -11.0% |
| 6M | +5.8% | +24.6% | -18.8% | -8.4% |
| YTD | +5.7% | +7.0% | -1.3% | -0.6% |
| 1Y | +9.0% | +15.6% | -6.5% | -2.6% |
| 3Y | +340.5% | +29.9% | +310.6% | +251.7% |
| 5Y | +711.1% | -15.4% | +726.4% | +729.8% |
| 10Y | +2,856.4% | +248.9% | +2,607.6% | +1,244.2% |
| All | +2,856.4% | +236.6% | +2,619.8% | +1,244.2% |
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