-31.2%
AVGO vs AA
-37.9%
+6.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.3% |
| 7D | -9.9% | +0.9% | -10.8% | -10.1% |
| 30D | -22.0% | -6.7% | -15.3% | -20.1% |
| 3M | -30.0% | -16.3% | -13.7% | -26.5% |
| All | -31.2% | -37.9% | +6.7% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling