+2,770.9%
AVGO vs AIG
+66.2%
+2,704.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -13.0% | -1.1% | -11.9% | -12.7% |
| 3M | -6.0% | +0.7% | -6.6% | -6.8% |
| 6M | +6.4% | -2.2% | +8.5% | +6.1% |
| YTD | +5.0% | -10.8% | +15.8% | +8.0% |
| 1Y | +1.4% | -2.0% | +3.4% | -0.3% |
| 3Y | +336.8% | +34.8% | +302.0% | +272.2% |
| 5Y | +698.2% | +55.0% | +643.2% | +530.5% |
| All | +2,770.9% | +66.2% | +2,704.8% | +1,751.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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