+691.7%
AVGO vs ALC
-16.0%
+707.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | -3.0% | -2.1% | -0.9% | -2.2% |
| 30D | -14.4% | -0.1% | -14.3% | -14.6% |
| 3M | -14.4% | +5.9% | -20.3% | -16.9% |
| 6M | +13.1% | -15.9% | +29.1% | +20.3% |
| YTD | +3.8% | -10.1% | +13.9% | +6.8% |
| 1Y | +17.8% | -10.2% | +28.0% | +20.8% |
| 3Y | +325.3% | -13.6% | +338.8% | +331.5% |
| All | +691.7% | -16.0% | +707.6% | +697.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling