+32,355.3%
AVGO vs AFL
+765.2%
+31,590.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.8% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -13.8% | -7.1% | -6.7% | -10.9% |
| 3M | -6.9% | +0.4% | -7.4% | -7.8% |
| 6M | +11.9% | +4.5% | +7.4% | +8.3% |
| YTD | +6.9% | +6.1% | +0.8% | +2.3% |
| 1Y | +7.4% | +10.6% | -3.1% | 0.0% |
| 3Y | +345.6% | +64.0% | +281.5% | +226.7% |
| 5Y | +718.9% | +133.7% | +585.2% | +392.2% |
| 10Y | +2,755.4% | +298.0% | +2,457.3% | +1,124.2% |
| All | +32,355.3% | +765.2% | +31,590.2% | +9,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling