+474.0%
AVGO vs ACWI
+54.8%
+419.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -9.9% | -2.4% | -7.6% | -5.9% |
| 30D | -22.0% | -5.2% | -16.8% | -14.1% |
| 3M | -30.0% | -4.8% | -25.2% | -23.4% |
| 6M | -30.7% | -1.3% | -29.4% | -28.1% |
| YTD | -14.7% | +8.4% | -23.1% | -24.1% |
| 1Y | -16.8% | +11.0% | -27.8% | -28.5% |
| 3Y | +244.4% | +70.6% | +173.9% | +63.7% |
| All | +474.0% | +54.8% | +419.2% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling