+31,987.2%
AVGO vs AGG
+53.9%
+31,933.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -13.7% | -0.2% | -13.5% | -13.7% |
| 3M | -6.9% | -0.7% | -6.2% | -6.8% |
| 6M | +5.8% | -1.8% | +7.5% | +6.1% |
| YTD | +5.7% | -0.6% | +6.2% | +5.8% |
| 1Y | +9.0% | +0.4% | +8.7% | +9.1% |
| 3Y | +340.5% | +13.2% | +327.3% | +332.8% |
| 5Y | +711.1% | -2.0% | +713.0% | +669.0% |
| 10Y | +2,856.4% | +15.1% | +2,841.3% | +3,203.2% |
| All | +31,987.2% | +53.9% | +31,933.4% | +62,134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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