+2,475.6%
AVGO vs ACWI
+220.7%
+2,254.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.6% |
| 7D | 0.0% | -0.2% | +0.1% | +0.6% |
| 30D | -8.2% | -3.3% | -4.9% | -2.7% |
| 3M | -21.3% | -3.4% | -17.9% | -16.4% |
| 6M | -22.5% | +0.8% | -23.3% | -22.3% |
| YTD | -3.6% | +10.7% | -14.3% | -15.6% |
| 1Y | -6.7% | +11.6% | -18.3% | -19.0% |
| 3Y | +258.1% | +73.4% | +184.8% | +75.2% |
| 5Y | +560.9% | +60.2% | +500.7% | +267.0% |
| 10Y | +2,475.6% | +221.6% | +2,254.0% | +429.4% |
| All | +2,475.6% | +220.7% | +2,254.9% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling