+31,416.6%
AVGO vs A
+915.8%
+30,500.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -3.0% | -1.9% | -1.0% | -1.9% |
| 30D | -14.4% | +6.9% | -21.3% | -17.8% |
| 3M | -14.4% | +9.2% | -23.7% | -19.2% |
| 6M | +13.1% | +25.7% | -12.6% | -3.0% |
| YTD | +3.8% | +11.5% | -7.7% | -5.0% |
| 1Y | +17.8% | +18.4% | -0.6% | +3.4% |
| 3Y | +325.3% | +26.6% | +298.7% | +245.5% |
| 5Y | +689.9% | -12.8% | +702.7% | +683.7% |
| 10Y | +2,597.0% | +247.2% | +2,349.8% | +1,037.2% |
| All | +31,416.6% | +915.8% | +30,500.8% | +6,917.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling