+474.0%
AVGO vs ABCL
-21.8%
+495.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -0.2% |
| 7D | -9.9% | -3.2% | -6.8% | -9.6% |
| 30D | -22.0% | -7.4% | -14.6% | -21.2% |
| 3M | -30.0% | +81.9% | -112.0% | -36.5% |
| 6M | -30.7% | +135.7% | -166.4% | -40.6% |
| YTD | -14.7% | +247.4% | -262.0% | -32.0% |
| 1Y | -16.8% | +162.3% | -179.0% | -30.9% |
| 3Y | +244.4% | +165.5% | +78.9% | +165.3% |
| All | +474.0% | -21.8% | +495.8% | +399.6% |
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 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