+31,416.6%
AVGO vs AA
+75.6%
+31,341.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -14.4% | +5.0% | -19.4% | -15.9% |
| 3M | -14.4% | -35.8% | +21.4% | -4.0% |
| 6M | +13.1% | -18.4% | +31.5% | +17.8% |
| YTD | +3.8% | -5.5% | +9.3% | +2.9% |
| 1Y | +17.8% | +61.0% | -43.2% | -0.1% |
| 3Y | +325.3% | +66.2% | +259.0% | +240.0% |
| 5Y | +689.9% | +11.4% | +678.5% | +542.0% |
| 10Y | +2,597.0% | +116.9% | +2,480.1% | +1,286.2% |
| All | +31,416.6% | +75.6% | +31,341.0% | +15,495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling