-6.8%
AVGO vs ABCL
+138.2%
-145.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -7.5% | -10.0% | +2.5% | -6.6% |
| 30D | -10.2% | -10.9% | +0.7% | -9.5% |
| 3M | -22.0% | +101.6% | -123.7% | -28.1% |
| 6M | -21.6% | +167.5% | -189.1% | -32.4% |
| YTD | -5.4% | +259.1% | -264.5% | -26.0% |
| 1Y | -6.8% | +152.2% | -159.0% | -17.0% |
| All | -6.8% | +138.2% | -145.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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