+718.9%
AVGO vs AA
+17.0%
+701.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.6% | +2.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | -13.8% | +3.3% | -17.2% | -14.7% |
| 3M | -6.9% | -29.4% | +22.5% | +0.6% |
| 6M | +11.9% | -12.8% | +24.7% | +14.4% |
| YTD | +6.9% | -2.1% | +9.0% | +5.4% |
| 1Y | +7.4% | +62.8% | -55.4% | -7.1% |
| 3Y | +345.6% | +90.5% | +255.1% | +258.7% |
| 5Y | +718.9% | +19.1% | +699.8% | +605.7% |
| All | +718.9% | +17.0% | +701.8% | +605.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling