+691.7%
AVGO vs ABCL
-41.3%
+732.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -14.4% | +93.1% | -107.5% | -22.7% |
| 3M | -14.4% | +79.4% | -93.9% | -22.5% |
| 6M | +13.1% | +214.9% | -201.7% | -6.6% |
| YTD | +3.8% | +234.2% | -230.4% | -16.0% |
| 1Y | +17.8% | +174.8% | -157.0% | -2.6% |
| 3Y | +325.3% | +104.5% | +220.8% | +243.5% |
| All | +691.7% | -41.3% | +732.9% | +588.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling