+2,664.2%
AVGO vs ALK
-35.2%
+2,699.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -14.4% | -19.2% | +4.8% | -8.9% |
| 3M | -14.4% | -1.5% | -12.9% | -14.7% |
| 6M | +13.1% | -13.1% | +26.2% | +15.4% |
| YTD | +3.8% | -16.4% | +20.2% | +6.5% |
| 1Y | +17.8% | -33.1% | +50.8% | +28.7% |
| 3Y | +325.3% | +0.6% | +324.6% | +288.5% |
| 5Y | +689.9% | -26.4% | +716.3% | +678.2% |
| All | +2,664.2% | -35.2% | +2,699.4% | +2,529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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