+822.1%
AVGO vs ABCL
-79.6%
+901.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | 0.0% | +2.3% | -2.3% | -0.3% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -21.3% | +33.4% | -54.7% | -24.4% |
| 6M | -22.5% | +137.8% | -160.3% | -32.2% |
| YTD | -3.6% | +264.3% | -267.9% | -21.1% |
| 1Y | -6.7% | +209.2% | -215.9% | -22.0% |
| 3Y | +258.1% | +208.4% | +49.7% | +182.5% |
| 5Y | +560.9% | -11.9% | +572.8% | +474.3% |
| All | +822.1% | -79.6% | +901.7% | +777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling