+332.9%
AVGO vs ALC
-13.4%
+346.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -3.0% | -2.1% | -0.9% | -2.5% |
| 30D | -14.4% | -0.1% | -14.3% | -14.6% |
| 3M | -14.4% | +5.9% | -20.3% | -16.0% |
| 6M | +13.1% | -15.9% | +29.1% | +18.7% |
| YTD | +3.8% | -10.1% | +13.9% | +6.5% |
| 1Y | +17.8% | -10.2% | +28.0% | +20.6% |
| All | +332.9% | -13.4% | +346.3% | +351.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling