+695.6%
AVGO vs AGI
+389.6%
+306.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.4% |
| 7D | +1.0% | -5.3% | +6.3% | +2.0% |
| 30D | -13.3% | +6.8% | -20.0% | -14.5% |
| 3M | -2.9% | +8.3% | -11.2% | -5.0% |
| 6M | +5.7% | -29.2% | +34.9% | +11.2% |
| YTD | +4.6% | -7.3% | +11.9% | +3.7% |
| 1Y | -1.6% | +8.0% | -9.7% | -5.6% |
| 3Y | +336.2% | +206.6% | +129.7% | +249.1% |
| 5Y | +695.6% | +398.1% | +297.5% | +503.8% |
| All | +695.6% | +389.6% | +306.1% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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