-6.7%
AVGO vs AA
+4.5%
-11.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +5.2% |
| 7D | 0.0% | +1.2% | -1.3% | -0.3% |
| 30D | -8.2% | -5.0% | -3.2% | -6.9% |
| 3M | -21.3% | -22.2% | +0.9% | -16.2% |
| 6M | -22.5% | -36.3% | +13.8% | -12.4% |
| YTD | -3.6% | -24.2% | +20.6% | -0.7% |
| 1Y | -6.7% | +3.9% | -10.6% | -18.7% |
| All | -6.7% | +4.5% | -11.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling