+2,300.3%
AVGO vs ACWI
+226.8%
+2,073.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +4.8% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -11.6% | -2.8% | -8.8% | -7.0% |
| 3M | -25.2% | -3.2% | -22.0% | -20.8% |
| 6M | -25.4% | +1.3% | -26.7% | -25.7% |
| YTD | -7.2% | +11.2% | -18.4% | -19.3% |
| 1Y | -7.9% | +13.8% | -21.7% | -22.3% |
| 3Y | +262.1% | +76.2% | +185.9% | +73.2% |
| 5Y | +525.7% | +59.5% | +466.2% | +249.4% |
| 10Y | +2,300.3% | +222.2% | +2,078.1% | +388.2% |
| All | +2,300.3% | +226.8% | +2,073.5% | +388.2% |
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