+191.9%
AVGO vs ALAB
+471.8%
-279.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -2.3% |
| 7D | -0.8% | +9.6% | -10.4% | -3.8% |
| 30D | -13.7% | -5.3% | -8.5% | -12.8% |
| 3M | -6.9% | -12.0% | +5.1% | -6.3% |
| 6M | +5.8% | +145.7% | -139.9% | -24.0% |
| YTD | +5.7% | +80.7% | -75.0% | -18.8% |
| 1Y | +9.0% | +40.1% | -31.1% | -12.0% |
| All | +191.9% | +471.8% | -279.9% | +44.0% |
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