+186.7%
AVGO vs ALAB
+490.6%
-303.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.8% | -9.5% | -2.6% |
| 7D | -3.0% | +7.2% | -10.2% | -5.2% |
| 30D | -14.4% | -2.5% | -11.9% | -14.1% |
| 3M | -14.4% | -13.3% | -1.1% | -13.4% |
| 6M | +13.1% | +172.8% | -159.7% | -21.0% |
| YTD | +3.8% | +86.6% | -82.8% | -20.8% |
| 1Y | +17.8% | +65.2% | -47.4% | -9.8% |
| All | +186.7% | +490.6% | -303.9% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling