+1,341.8%
AVGO vs ALC
+20.4%
+1,321.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.8% | -5.3% | +4.5% | +1.6% |
| 30D | -13.7% | -7.1% | -6.7% | -11.0% |
| 3M | -6.9% | +0.8% | -7.7% | -8.1% |
| 6M | +5.8% | -16.0% | +21.8% | +13.1% |
| YTD | +5.7% | -12.7% | +18.4% | +10.3% |
| 1Y | +9.0% | -12.8% | +21.9% | +13.2% |
| 3Y | +340.5% | -15.8% | +356.4% | +351.1% |
| 5Y | +711.1% | -16.7% | +727.7% | +718.1% |
| All | +1,341.8% | +20.4% | +1,321.4% | +1,035.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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