+2,856.4%
AVGO vs AG
+64.8%
+2,791.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -13.7% | +12.5% | -26.2% | -15.2% |
| 3M | -6.9% | +28.2% | -35.1% | -10.3% |
| 6M | +5.8% | -18.8% | +24.6% | +7.2% |
| YTD | +5.7% | +27.4% | -21.7% | +0.2% |
| 1Y | +9.0% | +132.2% | -123.2% | -4.5% |
| 3Y | +340.5% | +286.9% | +53.7% | +253.9% |
| 5Y | +711.1% | +72.8% | +638.3% | +584.2% |
| 10Y | +2,856.4% | +74.6% | +2,781.8% | +2,293.5% |
| All | +2,856.4% | +64.8% | +2,791.6% | +2,293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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