+2,584.7%
AVGO vs ALK
-41.4%
+2,626.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +6.1% | +2.6% | +3.5% | +5.4% |
| 30D | -2.7% | +7.8% | -10.5% | -5.2% |
| 3M | -16.9% | -15.2% | -1.7% | -13.1% |
| 6M | -19.1% | +5.0% | -24.2% | -21.8% |
| YTD | +0.3% | -18.4% | +18.7% | +3.2% |
| 1Y | -1.2% | -2.4% | +1.2% | -4.1% |
| 3Y | +272.4% | +19.8% | +252.7% | +220.1% |
| 5Y | +579.0% | -27.8% | +606.8% | +572.1% |
| 10Y | +2,584.7% | -42.0% | +2,626.7% | +2,470.7% |
| All | +2,584.7% | -41.4% | +2,626.1% | +2,470.7% |
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