+192.4%
AVGO vs ALAB
+333.4%
-141.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +25.0% | +26.9% | -1.9% | +16.3% |
| 30D | +2.0% | -30.0% | +32.0% | +12.2% |
| 3M | -12.3% | -28.5% | +16.3% | -5.1% |
| 6M | -12.8% | +11.4% | -24.2% | -20.6% |
| YTD | +5.9% | +36.9% | -31.1% | -13.1% |
| 1Y | +3.3% | +44.4% | -41.0% | -17.3% |
| All | +192.4% | +333.4% | -141.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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