+297.5%
AVGO vs ABCL
+189.1%
+108.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +5.9% |
| 7D | +25.0% | +4.4% | +20.6% | +24.2% |
| 30D | +2.0% | -7.9% | +9.8% | +3.0% |
| 3M | -12.3% | +12.2% | -24.5% | -13.9% |
| 6M | -12.8% | +134.7% | -147.6% | -24.3% |
| YTD | +5.9% | +239.8% | -233.9% | -14.4% |
| 1Y | +3.3% | +192.7% | -189.4% | -14.6% |
| All | +297.5% | +189.1% | +108.4% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling