+10.3%
AVGO vs ALC
-13.1%
+23.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +2.8% |
| 7D | -0.3% | -3.7% | +3.4% | -0.6% |
| 30D | -13.8% | -3.7% | -10.1% | -14.1% |
| 3M | -6.9% | +4.6% | -11.5% | -6.9% |
| 6M | +11.9% | -14.6% | +26.5% | +14.0% |
| YTD | +6.9% | -11.9% | +18.7% | +9.3% |
| All | +10.3% | -13.1% | +23.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling