+2,300.3%
AVGO vs ALK
-37.5%
+2,337.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.1% | +1.7% | +6.6% |
| 7D | -0.9% | +8.9% | -9.8% | -3.4% |
| 30D | -11.6% | +5.9% | -17.6% | -13.5% |
| 3M | -25.2% | -16.5% | -8.6% | -21.5% |
| 6M | -25.4% | +2.1% | -27.6% | -27.2% |
| YTD | -7.2% | -17.1% | +9.9% | -4.9% |
| 1Y | -7.9% | -2.9% | -5.0% | -10.5% |
| 3Y | +262.1% | +24.5% | +237.6% | +207.7% |
| 5Y | +525.7% | -29.1% | +554.8% | +523.0% |
| 10Y | +2,300.3% | -39.1% | +2,339.4% | +2,260.4% |
| All | +2,300.3% | -37.5% | +2,337.8% | +2,260.4% |
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