+2,770.9%
AVGO vs AFL
+303.3%
+2,467.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +1.1% | -1.6% | +2.8% | +1.8% |
| 30D | -13.0% | -4.0% | -9.0% | -11.6% |
| 3M | -6.0% | -0.5% | -5.5% | -6.3% |
| 6M | +6.4% | +6.5% | -0.2% | +2.4% |
| YTD | +5.0% | +6.2% | -1.2% | +0.8% |
| 1Y | +1.4% | +8.3% | -6.9% | -4.1% |
| 3Y | +336.8% | +62.5% | +274.3% | +225.3% |
| 5Y | +698.2% | +136.2% | +562.0% | +381.9% |
| All | +2,770.9% | +303.3% | +2,467.7% | +1,315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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