+695.6%
AVGO vs AFL
+131.0%
+564.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +1.0% | -3.3% | +4.3% | +1.7% |
| 30D | -13.3% | -5.0% | -8.3% | -12.4% |
| 3M | -2.9% | -1.8% | -1.1% | -2.9% |
| 6M | +5.7% | +4.8% | +0.9% | +3.7% |
| YTD | +4.6% | +5.4% | -0.8% | +2.2% |
| 1Y | -1.6% | +9.0% | -10.6% | -5.4% |
| 3Y | +336.2% | +63.0% | +273.2% | +236.9% |
| 5Y | +695.6% | +134.5% | +561.1% | +388.7% |
| All | +695.6% | +131.0% | +564.7% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling