+156.4%
AVGO vs ALAB
+312.6%
-156.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.7% | -4.9% | +4.7% |
| 7D | -0.9% | -5.6% | +4.7% | +0.6% |
| 30D | -11.6% | -36.6% | +25.0% | +0.2% |
| 3M | -25.2% | -35.1% | +9.9% | -16.8% |
| 6M | -25.4% | +8.5% | -34.0% | -31.5% |
| YTD | -7.2% | +30.4% | -37.5% | -22.6% |
| 1Y | -7.9% | +31.0% | -38.9% | -24.2% |
| All | +156.4% | +312.6% | -156.3% | +37.1% |
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