+2,062.4%
AVGO vs ACWI
+219.0%
+1,843.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -9.9% | -2.4% | -7.6% | -6.4% |
| 30D | -22.0% | -5.2% | -16.8% | -14.9% |
| 3M | -30.0% | -4.8% | -25.2% | -24.1% |
| 6M | -30.7% | -1.3% | -29.4% | -28.3% |
| YTD | -14.7% | +8.4% | -23.1% | -23.0% |
| 1Y | -16.8% | +11.0% | -27.8% | -27.2% |
| 3Y | +244.4% | +70.6% | +173.9% | +72.7% |
| 5Y | +474.0% | +55.3% | +418.7% | +233.1% |
| All | +2,062.4% | +219.0% | +1,843.4% | +353.6% |
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