+2,664.2%
AVGO vs ACWI
+226.7%
+2,437.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -3.0% | +0.5% | -3.4% | -3.8% |
| 30D | -14.4% | +0.9% | -15.3% | -15.6% |
| 3M | -14.4% | +2.4% | -16.8% | -16.9% |
| 6M | +13.1% | +12.4% | +0.8% | -4.2% |
| YTD | +3.8% | +15.2% | -11.4% | -15.1% |
| 1Y | +17.8% | +22.7% | -4.9% | -11.7% |
| 3Y | +325.3% | +75.8% | +249.5% | +102.0% |
| 5Y | +689.9% | +67.7% | +622.2% | +307.0% |
| All | +2,664.2% | +226.7% | +2,437.5% | +500.0% |
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