+345.6%
AVGO vs AG
+272.3%
+73.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | -0.3% | +4.5% | -4.8% | -1.1% |
| 30D | -13.8% | +12.9% | -26.7% | -16.0% |
| 3M | -6.9% | +20.9% | -27.9% | -10.8% |
| 6M | +11.9% | -19.5% | +31.5% | +14.1% |
| YTD | +6.9% | +24.8% | -17.9% | -1.6% |
| 1Y | +7.4% | +120.2% | -112.8% | -12.3% |
| 3Y | +345.6% | +279.0% | +66.6% | +219.9% |
| All | +345.6% | +272.3% | +73.3% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling