+232.9%
AVGO vs AA
+58.2%
+174.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.1% |
| 7D | -9.9% | +0.9% | -10.8% | -10.1% |
| 30D | -22.0% | -6.7% | -15.3% | -20.3% |
| 3M | -30.0% | -16.3% | -13.7% | -26.6% |
| 6M | -30.7% | -37.1% | +6.4% | -21.2% |
| YTD | -14.7% | -25.0% | +10.3% | -9.7% |
| 1Y | -16.8% | +8.6% | -25.4% | -21.9% |
| All | +232.9% | +58.2% | +174.7% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling